Jon Frost

Bank for International Settlements

Senior Economist, Innovation and the Digital Economy

Basel

Switzerland

De Nederlandsche Bank

Senior Economist, Financial Stability Division

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

University of Cambridge - Cambridge Centre for Alternative Finance

10 Trumpington Street

Cambridge, CB21QA

United Kingdom

SCHOLARLY PAPERS

21

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3,954

SSRN CITATIONS
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Top 7,222

in Total Papers Citations

83

CROSSREF CITATIONS

77

Scholarly Papers (21)

1.

Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence

De Nederlandsche Bank Working Paper No. 381
Number of pages: 45 Posted: 15 Jun 2013
De Nederlandsche Bank - Monetary and Economic Policy Department, De Nederlandsche Bank, De Nederlandsche Bank, Bank for International Settlements and University of Groningen - Faculty of Economics and Business
Downloads 1,157 (19,174)
Citation 21

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unconventional monetary policy, non-standard monetary policy, central bank balance sheet, European Central Bank

2.

Fintech Credit Markets Around the World: Size, Drivers and Policy Issues

BIS Quarterly Review September 2018
Number of pages: 21 Posted: 30 Nov 2018
Bank for International Settlements (BIS), Bank for International Settlements, Reserve Bank of Australia and Ant Financial
Downloads 911 (27,293)
Citation 18

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3.

BigTech and the Changing Structure of Financial Intermediation

BIS Working Paper No. 779
Number of pages: 45 Posted: 09 Apr 2019
Bank for International Settlements, Bank for International Settlements (BIS), Graduate Institute of International and Development Studies, Bank for International Settlements (BIS) and Mercado Libre
Downloads 403 (78,742)
Citation 7

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BigTech, FinTech, Credit Markets, Data, Technology, Network Effects, Regulation

4.

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Number of pages: 27 Posted: 18 Feb 2015
European Central Bank (ECB), Bank of Portugal - Department of Economics, Czech National Bank (CNB), De Nederlandsche Bank, European Central Bank (ECB), Banco de Portugal, London School of Economics & Political Science (LSE), European Central Bank (ECB), Bank for International Settlements, Bank of England, Czech National Bank (CNB), University of Glasgow - Department of Economics, Bank of Finland, Charles University in Prague - CERGE-EI, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Czech National Bank (CNB), Banco de Portugal, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), WHU - Otto Beisheim School of Management, Czech National Bank (Deceased), De Nederlandsche Bank, Czech National Bank (CNB) and Czech National Bank (CNB)
Downloads 309 (106,395)
Citation 21

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Early warning systems, financial crisis, Bayesian model averaging

The Economic Forces Driving Fintech Adoption Across Countries

BIS Working Paper No. 838
Number of pages: 16 Posted: 12 Feb 2020
Jon Frost
Bank for International Settlements
Downloads 207 (160,821)

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fintech, digital innovation, financial inclusion, financial regulation

The Economic Forces Driving FinTech Adoption across Countries

Forthcoming chapter in The Technological Revolution in Banking, edited by Michael King (University of Victoria) and Richard Nesbitt (University of Toronto) for the University of Toronto Press, in 2020.
Number of pages: 20 Posted: 10 Jan 2020
Jon Frost
Bank for International Settlements
Downloads 93 (302,842)
Citation 3

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FinTech, digital innovation, financial inclusion, financial regulation

6.

How Does Unconventional Monetary Policy Affect Inequality? Evidence from Japan

De Nederlandsche Bank Working Paper No. 423
Number of pages: 24 Posted: 09 May 2014 Last Revised: 12 May 2014
Ayako Saiki and Jon Frost
University of London - School of Oriental and African Studies (SOAS) and Bank for International Settlements
Downloads 152 (210,758)
Citation 21

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Monetary Policy, Central Banking, Stabilization Policy, Inequality

7.

Financial Stability Challenges in EU Candidate Countries - Financial Systems in the Aftermath of the Global Crisis

ECB Occasional Paper No. 115
Number of pages: 86 Posted: 26 Jul 2010
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General International and European Relations, affiliation not provided to SSRN, Deutsche Bundesbank - Economic Research Centre, affiliation not provided to SSRN, Banque de France, Bank of Italy, Bank for International Settlements, Oesterreichische Nationalbank (OeNB) and Sveriges Riksbank - Research Division
Downloads 108 (272,115)

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Europe, banking sector, vulnerability indicators, macro-prudential approach, emerging markets

Effective Macroprudential Policy: Cross-Sector Substitution from Price and Quantity Measures

IMF Working Paper No. 16/94
Number of pages: 48 Posted: 09 Dec 2016
VU University Amsterdam, Bank for International Settlements, De Nederlandsche Bank - Monetary and Economic Policy Department and De Nederlandsche Bank
Downloads 60 (390,535)
Citation 2

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Macroprudential Policy, Bank credit, Nonbank financial sector, Credit, Developed countries, Emerging markets, Financial cycle, macroprudential regulation, financial supervision, shadow banking.

Effective Macroprudential Policy: Cross-Sector Substitution from Price and Quantity Measures

De Nederlandsche Bank Working Paper No. 498
Number of pages: 45 Posted: 28 Apr 2016
VU University Amsterdam, Bank for International Settlements, De Nederlandsche Bank - Monetary and Economic Policy Department and De Nederlandsche Bank
Downloads 39 (472,292)
Citation 11

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Financial cycle, macroprudential regulation, financial supervision, (shadow) banking

9.

Financial Globalization or Great Financial Expansion? The Impact of Capital Flows on Credit and Banking Crises

De Nederlandsche Bank Working Paper No. 441
Number of pages: 43 Posted: 04 Oct 2014
Jon Frost and Ruben van Tilburg
Bank for International Settlements and De Nederlandsche Bank
Downloads 85 (317,989)
Citation 2

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Gross capital flows, credit bubbles, financial globalization, banking crises

10.

Japan's Unconventional Monetary Policy and Income Distribution: Revisited

Tokyo Center for Economic Research (TCER) Paper No. E-126
Number of pages: 20 Posted: 19 May 2018
Ayako Saiki and Jon Frost
Brandeis University - International Business School and Bank for International Settlements
Downloads 60 (385,142)

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Unconventional Monetary Policy, Income distribution, Central bank

11.

International Banking and Cross-Border Effects of Regulation: Lessons from the Netherlands

De Nederlandsche Bank Working Paper No. 520
Number of pages: 24 Posted: 17 Sep 2016
Bank for International Settlements, University of Groningen - Faculty of Economics and Business and Bank of England
Downloads 60 (385,142)
Citation 4

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macroprudential policies, international banking, bank credit, spillovers

12.

Dealing with Large and Volatile Capital Flows and the Role of the IMF

ECB Occasional Paper No. 180
Number of pages: 60 Posted: 03 Feb 2017
Banco de España, Banco de España, Banco de España, European Central Bank (ECB), European Central Bank (ECB), Bank of Finland - Institute for Economies in Transition (BOFIT), Banque de France, Banco de España, Bank for International Settlements, Central Bank of Cyprus, Central Bank of Ireland, Central Bank of Ireland, Deutsche Bundesbank, Oesterreichische Nationalbank (OeNB), De Nederlandsche Bank, Bank of England, Banco de España, Bank of Italy, National Bank of Belgium, Banco de España and European Central Bank (ECB)
Downloads 53 (408,350)

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capital flows, capital flow management, international cooperation, IMF

13.

IMF Surveillance in Europe

ECB Occasional Paper No. 158
Number of pages: 35 Posted: 18 Feb 2015
Banco de España, Banco de España, Banco de España, Banco de España, National Bank of Belgium, National Bank of Belgium, University of Oxford, Bank of Finland - Institute for Economies in Transition (BOFIT), Deutsche Bundesbank, Central Bank and Financial Services Authority of Ireland, Banque de France, Bank of Italy, Bank for International Settlements, Bank of England - Monetary Analysis, European Central Bank (ECB) and European Central Bank
Downloads 51 (415,336)

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IMF, surveillance, international financial architecture, Bretton Woods, international organisation

14.

Financial Institutions' Business Models and the Global Transmission of Monetary Policy

Banco de Espana Working Paper No. 1815
Number of pages: 39 Posted: 07 Jun 2018
Banco de España, De Nederlandsche Bank, Board of Governors of the Federal Reserve System, De Nederlandsche Bank, Bank for International Settlements, University of Groningen - Faculty of Economics and Business, De Nederlandsche Bank and Board of Governors of the Federal Reserve System
Downloads 46 (433,871)
Citation 45

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monetary policy transmission, global financial institutions, bank lending channel, portfolio channel, business models.

Early Warning for Currency Crises: What is the Role of Financial Openness?

De Nederlandsche Bank Working Paper No. 373
Number of pages: 36 Posted: 14 Mar 2013
Jon Frost and Ayako Saiki
Bank for International Settlements and University of London - School of Oriental and African Studies (SOAS)
Downloads 43 (454,526)
Citation 1

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Currency crisis, early warning, financial stability, capital account openness, capital flows, contagion, exchange rate regime

Early Warning for Currency Crises: What is the Role of Financial Openness?

Review of International Economics, Vol. 22, Issue 4, pp. 722-743, 2014
Number of pages: 22 Posted: 06 Aug 2014
Jon Frost and Ayako Saiki
Bank for International Settlements and University of London - School of Oriental and African Studies (SOAS)
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16.

Hazardous Tango: Sovereign-Bank Interdependencies Across Countries and Time

De Nederlandsche Bank Working Paper No. 541
Number of pages: 33 Posted: 29 Dec 2016
De Nederlandsche Bank, Bank for International Settlements, University of Groningen - Department of Finance & Accounting and Unibail-Rodamco
Downloads 35 (479,921)
Citation 3

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sovereign debt, banking crises, financial stability, CDS markets

The Effectiveness of Macroprudential Policies and Capital Controls Against Volatile Capital Inflows

BIS Working Paper No. 867
Number of pages: 32 Posted: 09 Jun 2020
Jon Frost, Hiro Ito and René van Stralen
Bank for International Settlements, Portland State University - Department of Economics and De Nederlandsche Bank
Downloads 17 (603,333)

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capital account openness, capital flows, capital controls, macroprudential policy, banking crises, currency crises

The Effectiveness of Macroprudential Policies and Capital Controls Against Volatile Capital Inflows

De Nederlandsche Bank Working Paper No. 686
Number of pages: 33 Posted: 11 Jun 2020
Jon Frost, Hiro Ito and René van Stralen
Bank for International Settlements, Portland State University - Department of Economics and De Nederlandsche Bank
Downloads 7 (677,779)

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capital account openness, capital flows, capital controls, macroprudential policy banking crises; currency crises

18.

Financial Institutions’ Business Models and the Global Transmission of Monetary Policy

FRB International Finance Discussion Paper No. 1228
Number of pages: 42 Posted: 15 Jun 2018 Last Revised: 29 Apr 2020
Banco de España, De Nederlandsche Bank, Board of Governors of the Federal Reserve System, De Nederlandsche Bank, Bank for International Settlements, University of Groningen - Faculty of Economics and Business, International Institute of Social Studies of Erasmus University and Board of Governors of the Federal Reserve System
Downloads 21 (556,695)

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Monetary policy transmission, Global financial institutions, Bank lending channel, Portfolio channel, Business models

19.

Macroprudential Policy and Income Inequality

De Nederlandsche Bank Working Paper No. 598
Number of pages: 26 Posted: 08 Jun 2018
Jon Frost and René van Stralen
Bank for International Settlements and De Nederlandsche Bank
Downloads 19 (569,318)
Citation 3

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macroprudential policy, financial regulation, inequality, income distribution

20.

A Theory of Bazookas; or, 'When (and When Not) to Use Large-Scale Official Sector Support'

De Nederlandsche Bank Working Paper No. 479
Number of pages: 37 Posted: 11 Aug 2015
Jon Frost
Bank for International Settlements
Downloads 11 (622,170)

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bazookas, bail-outs, lender of last resort, moral hazard

21.

Spillovers of Monetary Policy Across Borders: International Lending of Dutch Banks, Insurers and Pension Funds

De Nederlandsche Bank Working Paper No. 609
Number of pages: 29 Posted: 11 Oct 2018
Bank for International Settlements, De Nederlandsche Bank, De Nederlandsche Bank, International Institute of Social Studies of Erasmus University and University of Groningen - Faculty of Economics and Business
Downloads 7 (649,925)
Citation 1

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Monetary policy, international banking, pension funds, insurers, spillovers