Sophia Chen

International Monetary Fund (IMF) - Research Department

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

9

DOWNLOADS

453

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (9)

The Dynamics of Non-Performing Loans During Banking Crises: A New Database

IMF Working Paper No. 19/272
Number of pages: 41 Posted: 22 Jan 2020
Anil Ari, Sophia Chen and Lev Ratnovski
International Monetary Fund, International Monetary Fund (IMF) - Research Department and International Monetary Fund
Downloads 50 (429,206)

Abstract:

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Financial crises, Financial soundness indicators, Exchange rate policy, Banking crisis, Balance of payments, non-performing loans, debt, banking crises, recessions, crisis resolution, WP, NPL, post-crisis, pre-crisis, bank crisis, GFC

The Dynamics of Non-Performing Loans During Banking Crises: A New Database

ECB Working Paper No. 2395
Number of pages: 64 Posted: 20 Apr 2020
Anil Ari, Sophia Chen and Lev Ratnovski
International Monetary Fund, International Monetary Fund (IMF) - Research Department and International Monetary Fund
Downloads 31 (515,595)

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banking crises, crisis resolution, debt, non-performing loans, recessions

2.

COVID-19 and Non-Performing Loans: Lessons from past Crises

Number of pages: 7 Posted: 30 Jun 2020
Anil Ari, Sophia Chen and Lev Ratnovski
International Monetary Fund, International Monetary Fund (IMF) - Research Department and International Monetary Fund
Downloads 72 (355,421)
Citation 1

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COVID-19, Debt Overhang, Non-Performing Loans; Crisis; Resolution

The Spread of Deposit Insurance and the Global Rise in Bank Asset Risk Since the 1970s

Number of pages: 113 Posted: 26 Dec 2018 Last Revised: 17 Jul 2020
Charles W. Calomiris and Sophia Chen
Columbia University - Columbia Business School and International Monetary Fund (IMF) - Research Department
Downloads 49 (433,089)

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deposit insurance, mortgage lending, banking crises, moral hazard

The Spread of Deposit Insurance and the Global Rise in Bank Asset Risk Since the 1970s

NBER Working Paper No. w24936
Number of pages: 63 Posted: 28 Aug 2018
Charles W. Calomiris and Sophia Chen
Columbia University - Columbia Business School and International Monetary Fund (IMF) - Research Department
Downloads 11 (652,484)

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4.

Financial Information and Macroeconomic Forecasts

IMF Working Paper No. 16/251
Number of pages: 34 Posted: 07 Mar 2017
Sophia Chen and Romain Ranciere
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Downloads 60 (387,845)
Citation 2

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Economic forecasting, Credit expansion, Stock prices, Housing prices, Developed countries, Emerging markets, Low-income developing countries, Forecasting models, Variables (Mathematics), Time series, Macroeconomic Forecasting, Financial Markets and the Macroeconomy, CreditGrowth, Stock Price, House Price

5.

The Tax-Adjusted Q Model with Intangible Assets: Theory and Evidence from Temporary Investment Tax Incentives

IMF Working Paper No. 14/104
Number of pages: 54 Posted: 28 Jul 2014
Sophia Chen and Estelle P. Dauchy
International Monetary Fund (IMF) - Research Department and Campaign for Tobacco Free Kids
Downloads 58 (394,316)

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Intangible capital, Investment, Tax incentives, Tax changes, Econometric models, investment tax incentives, intangible assets, q model of investment, bonus depreciation, taxation, tax returns, tax policy, tax credit, tangible assets, tax change, tax credits, tax rates, public finance, tax base, capital expenditures, credit claims, tax reform, tax reforms

Credit and Fiscal Multipliers in China

BOFIT Discussion Paper No. 5/2019
Number of pages: 33 Posted: 04 Mar 2019
Sophia Chen, Lev Ratnovski and Pi-Han Tsai
International Monetary Fund (IMF) - Research Department, International Monetary Fund and Zhejiang University - College of Economics
Downloads 29 (527,064)

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credit growth, fiscal stimulus, China, macroprudential policy, multipliers

Credit and Fiscal Multipliers in China

IMF Working Paper No. 17/273
Number of pages: 27 Posted: 18 Jan 2018
Sophia Chen, Lev Ratnovski and Pi-Han Tsai
International Monetary Fund (IMF) - Research Department, International Monetary Fund and Zhejiang University - College of Economics
Downloads 26 (545,474)

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Asia and Pacific, China, Macroprudential Policy, Fiscal stimulus, Credit Growth, Multipliers, Comparative or Joint Analysis of Fiscal and Monetary or Stabilization Policy, General, Size and Spatial Distributions of Regional Economic Activity

7.

Uncertainty and Investment: The Financial Intermediary Balance Sheet Channel

IMF Working Paper No. 15/65
Number of pages: 31 Posted: 14 Apr 2015
Sophia Chen
International Monetary Fund (IMF) - Research Department
Downloads 46 (436,940)

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Banks, Financial intermediaries, Investment, Balance sheets, Econometric models, Short-term debt, uncertainty, underinvestment, value, liquidation, capital, equity, revenue, risk, projects

8.

Does Balance Sheet Strength Drive the Investment Cycle? Evidence from Pre- and Post-Crisis Cyprus

IMF Working Paper No. 16/248
Number of pages: 27 Posted: 07 Mar 2017
Sophia Chen and Yinqiu Lu
International Monetary Fund (IMF) - Research Department and International Monetary Fund
Downloads 21 (560,689)

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Investment, Cyprus, Corporate sector, Balance sheets, Cyprus, corporate investment, balance sheet, leverage

9.

Tax-Adjusted Q Model with Intangible Assets: Theory and Evidence from Temporary Investment Tax Incentives

Southern Economic Journal, Volume 83, Issue 4, April 2017, Pages 972-992.
Posted: 27 Apr 2015 Last Revised: 09 Jan 2019
Sophia Chen and Estelle P. Dauchy
International Monetary Fund (IMF) - Research Department and Campaign for Tobacco Free Kids

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Investment tax incentives, Intangible assets, q model of investment, Bonus depreciation