Kostas Tsatsaronis

Bank for International Settlements (BIS) - Monetary and Economic Department

Economist

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

23

DOWNLOADS
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Top 2,266

in Total Papers Downloads

13,113

CITATIONS
Rank 2,214

SSRN RANKINGS

Top 2,214

in Total Papers Citations

254

Scholarly Papers (23)

1.

What Drives Housing Price Dynamics: Cross-Country Evidence

BIS Quarterly Review, March 2004
Number of pages: 14 Posted: 04 May 2012 Last Revised: 29 Sep 2013
Kostas Tsatsaronis and Haibin Zhu
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 2,149 (1,329)
Citation 55

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2.

The Systemic Importance of Financial Institutions

BIS Quarterly Review, September 2009
Number of pages: 13 Posted: 01 Aug 2012
Nikola A. Tarashev, Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 956 (13,971)
Citation 20

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3.

Attributing Systemic Risk to Individual Institutions

BIS Working Paper No. 308
Number of pages: 29 Posted: 28 Jun 2010 Last Revised: 03 Nov 2013
Nikola A. Tarashev, Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 767 (14,346)
Citation 19

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Systemic Importance, Macroprudential Approach, Shapley Value

4.

The Cost of Barriers to Entry: Evidence from the Market for Corporate Euro Bond Underwriting

BIS Working Paper No. 134, EFA 2003 Annual Conference Paper
Number of pages: 33 Posted: 20 Sep 2007
João A. C. Santos and Kostas Tsatsaronis
Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 621 (32,988)
Citation 29

Abstract:

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market segmentation, corporate bond underwriting, euro

5.

The Impact of the Euro on Europe's Financial Markets

BIS Working Paper No. 100
Number of pages: 44 Posted: 13 Dec 2005
Gabriele Galati and Kostas Tsatsaronis
De Nederlandsche Bank and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 571 (38,924)
Citation 73

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international capital markets, euro, EMU, portfolio selection, money markets, bond markets

6.

Accounting, Prudential Regulation and Financial Stability: Elements of a Synthesis

BIS Working Paper No. 180
Number of pages: 38 Posted: 20 Sep 2007
Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 541 (38,281)
Citation 13

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financial reporting, accounting, disclosure, risk management, prudential regulation, financial stability, information

7.

Risk in Financial Reporting: Status, Challenges and Suggested Directions

BIS Working Paper No. 213
Number of pages: 28 Posted: 20 Sep 2007
Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 440 (54,077)
Citation 7

Abstract:

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Accounting, financial reporting, regulation, risk measurement and management

8.

Estimating Hedge Fund Leverage

BIS Working Paper No. 260
Number of pages: 41 Posted: 27 Jan 2009
Patrick McGuire and Kostas Tsatsaronis
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 393 (55,142)
Citation 9

Abstract:

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hedge funds, systemic risk, leverage, style analysis

9.

Characterising the Financial Cycle: Don't Lose Sight of the Medium Term!

BIS Working Paper No. 380
Number of pages: 44 Posted: 18 Jun 2012 Last Revised: 13 May 2014
Mathias Drehmann, Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 353 (25,915)
Citation 2

Abstract:

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financial cycle, business cycle, credit, asset prices, financial crises, medium-term

10.

Stress-Testing Macro Stress Testing: Does it Live Up to Expectations?

BIS Working Paper No. 369
Number of pages: 28 Posted: 24 Feb 2012
Claudio E. V. Borio, Mathias Drehmann and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 238 (88,610)
Citation 3

Abstract:

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stress tests, financial instability, macroprudential

11.

Anchoring Countercyclical Capital Buffers: The Role of Credit Aggregates

BIS Working Paper No. 355
Number of pages: 39 Posted: 14 Nov 2011
Mathias Drehmann, Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 210 (60,737)
Citation 9

Abstract:

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countercyclical capital buffers, financial stability, procyclicality

12.

Bank Stock Returns, Leverage and the Business Cycle

BIS Quarterly Review, March 2012
Number of pages: 15 Posted: 12 Sep 2012
Kostas Tsatsaronis and Jing Yang
Bank for International Settlements (BIS) - Monetary and Economic Department and Government of Canada - Bank of Canada
Downloads 125 (120,180)

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13.

Financial Structure and Growth

BIS Quarterly Review March 2014
Number of pages: 15 Posted: 23 Jun 2014
Leonardo Gambacorta, Jing Yang and Kostas Tsatsaronis
Bank for International Settlements (BIS), Government of Canada - Bank of Canada and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 104 (70,259)

Abstract:

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14.

External Support and Bank Behaviour in the International Syndicated Loan Market

BIS Working Paper No. 265
Number of pages: 44 Posted: 27 Jan 2009
Blaise Gadanecz, Kostas Tsatsaronis and Yener Altunbas
Bank for International Settlements - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and University of Wales, Bangor
Downloads 87 (232,142)
Citation 2

Abstract:

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external support, portfolio choices, risk taking, banks, syndicated loans

15.

The Credit-to-GDP Gap and Countercyclical Capital Buffers: Questions and Answers

BIS Quarterly Review March 2014
Number of pages: 19 Posted: 23 Jun 2014
Mathias Drehmann and Kostas Tsatsaronis
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 85 (67,466)

Abstract:

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16.

Bank Business Models

BIS Quarterly Review December 2014
Number of pages: 11 Posted: 11 Dec 2014
Rungporn Roengpitya, Nikola A. Tarashev and Kostas Tsatsaronis
Bank of Thailand, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 77 (119,138)

Abstract:

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17.

Residential Property Price Statistics Across the Globe

BIS Quarterly Review September 2014
Number of pages: 16 Posted: 01 Oct 2014
Michela Scatigna, Robert Szemere and Kostas Tsatsaronis
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 75 (193,902)

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18.

Risk Premia Across Asset Markets: Information from Option Prices

BIS Quarterly Review, March 2006
Number of pages: 12 Posted: 06 Jun 2012
Nikola A. Tarashev and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 63 (284,100)
Citation 1

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19.

Spoilt and Lazy: The Impact of State Support on Bank Behaviour in the International Loan Market

Number of pages: 40 Posted: 13 Mar 2008
Blaise Gadanecz, Kostas Tsatsaronis and Yener Altunbas
Bank for International Settlements - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and University of Wales, Bangor
Downloads 59 (307,553)

Abstract:

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Government support, bank risk taking, syndicated loans

20.

Financial Conditions and Economic Activity: A Statistical Approach

BIS Quarterly Review March 2013
Number of pages: 15 Posted: 12 Apr 2013
Magdalena Erdem and Kostas Tsatsaronis
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 55 (265,510)

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21.

Time Varying Exposures and Leverage in Hedge Funds

BIS Quarterly Review, March 2005
Number of pages: 14 Posted: 19 Oct 2009 Last Revised: 09 Mar 2012
Patrick McGuire, Eli M. Remolona and Kostas Tsatsaronis
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 44 (265,510)
Citation 12

Abstract:

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hedge funds, leverage, style analysis

22.

Bank Business Models: Popularity and Performance

BIS Working Paper No. 682
Number of pages: 45 Posted: 20 Dec 2017
Bank of Thailand, Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 0 (419,521)

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balance sheet characteristics, cluster analysis, discriminant analysis, model transitions, bank performance

23.

Why Does the Yield Curve Predict Economic Activity?: Dissecting the Evidence for Germany and the United States

BIS Working Paper No. 49
Posted: 13 Dec 2005
Frank Smets and Kostas Tsatsaronis
European Central Bank (ECB) and Bank for International Settlements (BIS) - Monetary and Economic Department

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