Nikola Tarashev

Finance · 2011–2013

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it
• Economics and Econometrics — 14 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Nikola Tarashev trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Michael B. Gordy
2. Lloyd S. Shapley
3. Christian Upper
4. C. Borio

Who trusts Nikola Tarashev overall

1. Mathias Drehmann

Papers from Nikola Tarashev's perspective

Ordered by how strongly the researchers Nikola Tarashev trusts endorse each paper. Same corpus, a different order for every researcher.

1. Attributing Systemic Risk to Individual Institutions
2. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
3. Measuring the systemic importance of interconnected banks
4. Cyclical implications of the Basel II capital standards
5. Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues☆
6. Evidence on the Response of US Banks to Changes in Capital Requirements
7. Conditional Expectation as Quantile Derivative
8. Deciphering the Liquidity and Credit Crunch 2007-08
9. Zombie Lending and Depressed Restructuring in Japan
10. Bank Size, Bank Capital, and the Bank Lending Channel

Their papers

• Measuring the systemic importance of interconnected banks (2013) — 270 citations
• Systemic Importance: Some Simple Indicators (2011) — 131 citations