Equilibrium Analysis, Banking and Financial Instability
By Dimitrios P. Tsomocos. 2003
161 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/f7bb85ed22b52b17a2f72396c53a0c0d80e75a05
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- C. Goodhart
- Oriol Aspachs
- Lea Zicchino
- Pojanart Sunirand
- Dimitrios P. Tsomocos
- Iwona Bak
- M. Zioło
- Beata Zofia Filipiak
In Finance
- C. Goodhart
- Lea Zicchino
- Oriol Aspachs
- Pojanart Sunirand
- Dimitrios P. Tsomocos
- Iwona Bak
- M. Zioło
- Beata Zofia Filipiak
Citations in the corpus
- A Model to Analyse Financial Fragility: Applications (2004, background): “For more on this see Bhattacharya, Goodhart, Sunirand and Tsomocos (2003).”
- Procyclicality and the New Basel Accord: banks' choice of loan rating system (2002, unknown): “To look at the question of whether a bank would prefer stable to volatile ratings we employ a simplified version of the general equilibrium model set out in Tsomocos (2003) to estimate the effect on bank profits of different approaches to ratings.”
- Towards a measure of financial fragility (2006, methodology): “24For more on the method of calculating the ex post interest rates, see Shubik and Tsomocos (1992).”
- A risk assessment model for banks (2005, methodology): “ln(GDPs) = us,1 + us,2[ln(m̄ ) + ln(m̄) + ln(m̄ )] (12)”
- How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process (2019, background): “Moreover, it is allowed that the authorities (government and/or the central bank) determine the level of debt above which (and the profit below which) a financial environment becomes fragile, given the idiosyncrasies of a particular economy [32].”
- New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability (2007, unknown): “(2004, 2006a, 2006b), Tsomocos (2003) and Haldane et. al.”