Jon Frost

Bank for International Settlements (BIS) - Financial Stability Board (FSB)

Basel

Switzerland

De Nederlandsche Bank

Senior Economist, Financial Stability Division

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 19,344

SSRN RANKINGS

Top 19,344

in Total Papers Downloads

2,427

CITATIONS
Rank 5,733

SSRN RANKINGS

Top 5,733

in Total Papers Citations

97

Scholarly Papers (19)

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 (BIS) - Financial Stability Board (FSB) and University of Groningen - Faculty of Economics and Business
Downloads 1,018 (20,752)
Citation 22

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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 (BIS) - Financial Stability Board (FSB), Reserve Bank of Australia and Bank for International Settlements (BIS)
Downloads 289 (103,657)
Citation 1

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3.

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 (BIS) - Financial Stability Board (FSB), 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 267 (112,744)
Citation 15

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Early warning systems, financial crisis, Bayesian model averaging

4.

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 (BIS) - Financial Stability Board (FSB)
Downloads 141 (203,026)
Citation 7

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Monetary Policy, Central Banking, Stabilization Policy, Inequality

5.

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 (BIS) - Financial Stability Board (FSB), Bank for International Settlements (BIS), Graduate Institute of International and Development Studies, Bank for International Settlements (BIS) and Mercado Libre
Downloads 108 (248,399)

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

6.

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 (BIS) - Financial Stability Board (FSB), Oesterreichische Nationalbank (OeNB) and Sveriges Riksbank - Research Division
Downloads 105 (253,387)

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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 (BIS) - Financial Stability Board (FSB), De Nederlandsche Bank - Monetary and Economic Policy Department and De Nederlandsche Bank
Downloads 57 (366,570)
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 (BIS) - Financial Stability Board (FSB), De Nederlandsche Bank - Monetary and Economic Policy Department and De Nederlandsche Bank
Downloads 37 (440,780)
Citation 4

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

8.

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 (BIS) - Financial Stability Board (FSB) and De Nederlandsche Bank
Downloads 77 (308,233)
Citation 2

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

9.

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 (BIS) - Financial Stability Board (FSB), University of Groningen - Faculty of Economics and Business and Bank of England
Downloads 50 (383,459)
Citation 4

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macroprudential policies, international banking, bank credit, spillovers

10.

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 Amsterdam, 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 (BIS) - Financial Stability Board (FSB), Bank of England - Monetary Analysis, European Central Bank (ECB) and European Central Bank
Downloads 50 (383,459)

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

11.

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 (BIS) - Financial Stability Board (FSB), 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 49 (386,767)

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capital flows, capital flow management, international cooperation, IMF

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 (BIS) - Financial Stability Board (FSB) and University of London - School of Oriental and African Studies (SOAS)
Downloads 39 (432,036)
Citation 3

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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 (BIS) - Financial Stability Board (FSB) and University of London - School of Oriental and African Studies (SOAS)
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13.

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 (BIS) - Financial Stability Board (FSB), University of Groningen - Faculty of Economics and Business, De Nederlandsche Bank and Board of Governors of the Federal Reserve System
Downloads 33 (447,729)
Citation 50

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

14.

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 (BIS) - Financial Stability Board (FSB)
Downloads 32 (452,141)

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Unconventional Monetary Policy, Income distribution, Central bank

15.

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 (BIS) - Financial Stability Board (FSB), University of Groningen - Department of Finance & Accounting and Unibail-Rodamco
Downloads 32 (452,141)
Citation 2

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sovereign debt, banking crises, financial stability, CDS markets

16.

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: 21 Feb 2019
Banco de España, De Nederlandsche Bank, Board of Governors of the Federal Reserve System, De Nederlandsche Bank, Bank for International Settlements (BIS) - Financial Stability Board (FSB), 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 19 (520,989)

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

17.

Macroprudential Policy and Income Inequality

De Nederlandsche Bank Working Paper No. 598
Number of pages: 26 Posted: 08 Jun 2018
Jon Frost and Rene van Stralen
Bank for International Settlements (BIS) - Financial Stability Board (FSB) and De Nederlandsche Bank
Downloads 14 (550,127)
Citation 6

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macroprudential policy, financial regulation, inequality, income distribution

18.

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 (BIS) - Financial Stability Board (FSB)
Downloads 8 (586,868)

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

19.

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 (BIS) - Financial Stability Board (FSB), De Nederlandsche Bank, De Nederlandsche Bank, International Institute of Social Studies of Erasmus University and University of Groningen - Faculty of Economics and Business
Downloads 2 (630,944)

Abstract:

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