Elena Loukoianova

International Monetary Fund (IMF)

700 19th Street NW

Washington, DC 20431

United States

  • International Monetary Fund (IMF)

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 8,014

SSRN RANKINGS

Top 8,014

in Total Papers Downloads

11,446

TOTAL CITATIONS
Rank 49,434

SSRN RANKINGS

Top 49,434

in Total Papers Citations

10

Scholarly Papers (15)

Actions:
Email selected abstracts
1.

A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing

IMF Working Paper No. 12/216
Number of pages: 25 Posted: 03 Oct 2012
Nassim Nicholas Taleb, Elie Canetti, Tidiane Kinda, Elena Loukoianova and Christian Schmieder
New York University (NYU) - NYU Tandon School of Engineering, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 6,504 (2,406)
Citation 1

Abstract:

Loading...

Stress Testing, Forecasting, Stability, Banks, Economic Models, Public Debt

2.

Analysis of the Efficiency and Profitability of the Japanese Banking System

IMF Working Paper No. 08/63
Number of pages: 36 Posted: 24 Mar 2008
Elena Loukoianova
International Monetary Fund (IMF)
Downloads 1,138 (39,106)

Abstract:

Loading...

Banking systems, Japan, Banking, Profits

3.

Bank Ownership, Market Structure and Risk

IMF Working Paper No. 07/215
Number of pages: 46 Posted: 28 Nov 2007
Gianni De Nicolo and Elena Loukoianova
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 931 (52,009)

Abstract:

Loading...

Working Paper, Banks, Corporate sector, Financial risk, Bankruptcy, Industrial structure

4.

Banking Crises and Crisis Dating: Theory and Evidence

IMF Working Paper No. 09/141
Number of pages: 51 Posted: 04 Aug 2009
John H. Boyd, Gianni De Nicolo and Elena Loukoianova
Florida International University (FIU) - Department of Economics, Johns Hopkins University - Carey Business School and International Monetary Fund (IMF)
Downloads 666 (81,144)

Abstract:

Loading...

Banking crisis, Banking sector, Banks, Cross country analysis, Deposit insurance, Economic models, External shocks, Financial crisis

5.

A Risk-Based Debt Sustainability Framework: Incorporating Balance Sheets and Uncertainty

IMF Working Paper No. 08/40
Number of pages: 27 Posted: 18 Feb 2008
Dale F. Gray, Cheng Hoon Lim, Elena Loukoianova and Samuel Malone
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 461 (128,129)

Abstract:

Loading...

Risk management, Public sector, Public debt, Reserve management policy

6.

Mapping the Shadow Banking System Through a Global Flow of Funds Analysis

IMF Working Paper No. 14/10
Number of pages: 58 Posted: 20 Feb 2014
Luca Errico, Artak Harutyunyan, Elena Loukoianova, Richard Walton, Yevgeniya Korniyenko, Goran Amidžic, Hanan AbuShanab and Hyun Song Shin
International Monetary Fund (IMF), International Monetary Fund (IMF) - Statistics Department, International Monetary Fund (IMF), International Monetary Fund (IMF) - Statistics Department, Bank of England, International Monetary Fund (IMF) - Statistics Department, International Monetary Fund (IMF) and Bank for International Settlements (BIS)
Downloads 369 (165,518)

Abstract:

Loading...

Banking systems, United States, Shadow economy, Capital flows, International capital markets, Shadow Banking, Global Flow of Funds, Financial Stability, Data Gaps, banking sector, banking statistics, bank for international settlements, bank liabilities, banking activities, banking sectors, var model, debt securities, off balance sheet, bank balance sheets, offshore banking, domestic credit, banking sector assets, government finance, bank offices, banking business, central banking, bank credit, banking accounts, bank monitoring

7.

Pricing and Hedging of Contingent Credit Lines

Downloads 362 (169,117)
Citation 1

Pricing and Hedging of Contingent Credit Lines

IMF Working Paper No. 06/13
Number of pages: 26 Posted: 03 Mar 2006
Salih N. Neftci, Sunil Sharma and Elena Loukoianova
CUNY Baruch College, George Washington University - Elliott School of International Affairs and International Monetary Fund (IMF)
Downloads 362 (167,652)
Citation 1

Abstract:

Loading...

Contingent credit line (CCL), pricing, hedging

Pricing and Hedging of Contingent Credit Lines

Posted: 15 Jun 2005
Salih N. Neftci, Sunil Sharma and Elena Loukoianova
CUNY Baruch College, George Washington University - Elliott School of International Affairs and International Monetary Fund (IMF)

Abstract:

Loading...

8.

Estimation of a Behavioral Equilibrium Exchange Rate Model for Ghana

IMF Working Paper No. 07/155
Number of pages: 23 Posted: 23 Aug 2007
Plamen K. Iossifov and Elena Loukoianova
International Monetary Fund (IMF) - African Department and International Monetary Fund (IMF)
Downloads 350 (175,412)

Abstract:

Loading...

Working Paper, Ghana, Export prices, Commodity prices, External competitiveness, Economic models

9.

The Impact of Unconventional Monetary Policy Measures by the Systemic Four on Global Liquidity and Monetary Conditions

Downloads 162 (372,193)

The Impact of Unconventional Monetary Policy Measures by the Systemic Four on Global Liquidity and Monetary Conditions

IMF Working Paper No. 15/287
Number of pages: 49 Posted: 28 Mar 2016
Yevgeniya Korniyenko and Elena Loukoianova
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 100 (545,523)

Abstract:

Loading...

unconventional monetary policy, capital flows, liquidity, monetary policy, securities, balance sheets, issuance, International Policy Coordination and Transmission, Government Policy and Regulation, capital flows.,

The Impact of Unconventional Monetary Policy Measures by the Systemic Four on Global Liquidity and Monetary Conditions

Number of pages: 48 Posted: 22 Jan 2016
Yevgeniya Korniyenko and Elena Loukoianova
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 62 (721,746)

Abstract:

Loading...

unconventional monetary policy, monetary aggregates, global liquidity, spillovers, capital flows

10.

Addressing the Pandemic's Medium-Term Fallout in Australia and New Zealand

IMF Working Paper No. 2020/272
Number of pages: 41 Posted: 26 Jan 2021
Geoffrey J. Bannister, Harald Finger, Yosuke Kido, Siddharth Kothari and Elena Loukoianova
International Monetary Fund, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 124 (461,338)
Citation 1

Abstract:

Loading...

11.

Foreign Banks and the Vienna Initiative: Turning Sinners into Saints?

IMF Working Paper No. 12/117
Number of pages: 42 Posted: 09 Aug 2012
Ralph De Haas, Yevgeniya Korniyenko, Elena Loukoianova and Alexander Pivovarsky
European Bank for Reconstruction and Development, European Bank for Reconstruction and Development (EBRD), International Monetary Fund (IMF) and Harvard University
Downloads 96 (555,291)
Citation 1

Abstract:

Loading...

Foreign Banks, Vienna Initiative, State Support, Bank Supervision, Credit Expansion, Eastern Europe, Global Financial Crisis 2008-2009

12.

Global Liquidity Through the Lens of Monetary Aggregates

IMF Working Paper No. 14/9
Number of pages: 50 Posted: 20 Feb 2014
Kyuil Chung, Jong-Eun Lee, Elena Loukoianova, Hail Park and Hyun Song Shin
Institute for Monetary & Economic Research, Sejong University - Department of Economics, International Monetary Fund (IMF), Kyung-Hee University and Bank for International Settlements (BIS)
Downloads 93 (566,550)
Citation 6

Abstract:

Loading...

Monetary aggregates, Corporate sector, International capital markets, Capital inflows, Liquidity, Exchange rate appreciation, Banking sector, Corporate deposits, money supply, offshore bond issuance, capital flows, debt securities, global capital markets, open capital markets, index options, hedging, securities markets, international capital flows, corporate bonds, capital market financing, corporate bond market, hoarding, subsidiaries, border capital flows, net capital, real effective exchange rate

13.

Analysis of Recent Growth in Low-Income CIS Countries

IMF Working Paper No. 04/151
Number of pages: 40 Posted: 15 Feb 2006
Anna Unigovskaya and Elena Loukoianova
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 78 (633,242)

Abstract:

Loading...

Transition economies, growth, recovery, output, CIS-7

14.

Household Debt, Consumption, and Monetary Policy in Australia

IMF Working Paper No. 19/76
Number of pages: 40 Posted: 07 Nov 2019
Elena Loukoianova, Yu Ching Wong and Ioana Hussiada
International Monetary Fund (IMF), International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 71 (661,354)

Abstract:

Loading...

Financial statistics, Interest rates on loans, Cost of living, Interest rate increases, Monetary transmission mechanism, household debt, consumption, household survey data, monetary policy, household, consumer debt, full sample, RBA, current consumption, empirical analysis

15.

Pilot Project on Concentration and Distribution Measures for a Selected Set of Financial Soundness Indicators

IMF Working Paper No. 16/26
Number of pages: 26 Posted: 28 Mar 2016
Joe Crowley, Plapa Koukpamou, Elena Loukoianova and André Mialou
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 41 (846,502)

Abstract:

Loading...

Financial Soundness Indicators, Concentration and Distribution Measures, institutions, data, pilot project, confidentiality, information, General, All Countries, Fiscal Crisis,