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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14,115

CITATIONS
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Top 2,210

in Total Papers Citations

253

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 5,255 (1,207)
Citation 54

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2.

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 1,236 (14,233)
Citation 19

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Systemic Importance, Macroprudential Approach, Shapley Value

3.

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 1,225 (14,324)
Citation 20

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4.

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 911 (22,456)
Citation 2

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

5.

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 669 (34,416)
Citation 29

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market segmentation, corporate bond underwriting, euro

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 604 (39,502)
Citation 13

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

7.

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 591 (40,714)
Citation 73

Abstract:

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

8.

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 459 (55,938)
Citation 9

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countercyclical capital buffers, financial stability, procyclicality

9.

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 453 (56,861)
Citation 7

Abstract:

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Accounting, financial reporting, regulation, risk measurement and management

10.

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 449 (57,468)
Citation 9

Abstract:

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hedge funds, systemic risk, leverage, style analysis

11.

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 425 (61,803)

Abstract:

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12.

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 416 (64,143)

Abstract:

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13.

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 312 (88,074)
Citation 3

Abstract:

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stress tests, financial instability, macroprudential

14.

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 265 (106,800)

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15.

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 243 (114,935)

Abstract:

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16.

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 147 (183,326)

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17.

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 103 (238,905)
Citation 2

Abstract:

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

18.

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 86 (268,719)
Citation 12

Abstract:

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hedge funds, leverage, style analysis

19.

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 83 (274,621)

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20.

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 78 (285,039)
Citation 1

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21.

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 67 (312,895)

Abstract:

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Government support, bank risk taking, syndicated loans

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 38 (406,641)

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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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