Sophia Chen

International Monetary Fund (IMF) - Research Department

700 19th Street NW

Washington, DC 20431

United States

  • International Monetary Fund (IMF) - Research Department

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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SSRN RANKINGS

Top 33,820

in Total Papers Citations

25

CROSSREF CITATIONS

3

Scholarly Papers (14)

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1.

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

Number of pages: 7 Posted: 30 Jun 2020
Anil Ari, Sophia Chen, Lev Ratnovski and Lev Ratnovski
International Monetary Fund, International Monetary Fund (IMF) - Research Department and International Monetary FundEuropean Central Bank, Financial Research Division
Downloads 2,033 (13,797)
Citation 6

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

2.

Social Repercussions of Pandemics

IMF Working Paper No. 2021/021
Number of pages: 25 Posted: 09 Mar 2021
Philip Barrett and Sophia Chen
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 256 (206,125)

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3.

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

Downloads 254 (207,716)

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, Lev Ratnovski and Lev Ratnovski
International Monetary Fund, International Monetary Fund (IMF) - Research Department and International Monetary FundEuropean Central Bank, Financial Research Division
Downloads 161 (315,034)

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

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, Lev Ratnovski and Lev Ratnovski
International Monetary Fund, International Monetary Fund (IMF) - Research Department and International Monetary FundEuropean Central Bank, Financial Research Division
Downloads 93 (478,356)

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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

4.

The Dynamics of Non-Performing Loans during Banking Crises: A New Database with Post-COVID-19 Implications

Journal of Banking and Finance, Forthcoming
Number of pages: 97 Posted: 06 May 2021
Anil Ari, Sophia Chen, Lev Ratnovski and Lev Ratnovski
International Monetary Fund, International Monetary Fund (IMF) - Research Department and International Monetary FundEuropean Central Bank, Financial Research Division
Downloads 248 (212,565)
Citation 13

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

5.

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

Downloads 162 (313,263)
Citation 4

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 125 (386,414)
Citation 1

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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 Last Revised: 19 Feb 2023
Charles W. Calomiris and Sophia Chen
Columbia University - Columbia Business School and International Monetary Fund (IMF) - Research Department
Downloads 37 (764,510)

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6.

Credit and Fiscal Multipliers in China

Downloads 130 (373,753)

Credit and Fiscal Multipliers in China

BOFIT Discussion Paper No. 5/2019
Number of pages: 33 Posted: 04 Mar 2019
Sophia Chen, Lev Ratnovski, Lev Ratnovski and Pi-Han Tsai
International Monetary Fund (IMF) - Research Department, International Monetary FundEuropean Central Bank, Financial Research Division and Zhejiang University - College of Economics
Downloads 81 (522,004)

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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, Lev Ratnovski and Pi-Han Tsai
International Monetary Fund (IMF) - Research Department, International Monetary FundEuropean Central Bank, Financial Research Division and Zhejiang University - College of Economics
Downloads 49 (681,046)

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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.

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 86 (498,248)
Citation 3

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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

8.

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 78 (528,084)

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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

9.

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 61 (602,365)

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

10.

Small and Vulnerable: Small Firm Productivity in the Great Productivity Slowdown

IMF Working Paper No. 2020/294
Number of pages: 52 Posted: 26 Jan 2021
Sophia Chen and Do Q Lee
International Monetary Fund (IMF) - Research Department and New York University
Downloads 58 (617,590)
Citation 1

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11.

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 42 (710,110)

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

12.

Differential Effects of Macroprudential Policy

IMF Working Paper No. 2023/043
Number of pages: 45 Posted: 07 Mar 2023
Nina Biljanovska and Sophia Chen
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 34 (766,540)

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Household borrowing, macroprudential policy, income distribution

13.

Do Lenders Make Less-Informed Investments in High-Growth Housing Markets?

IMF Working Paper No. 2021/151
Number of pages: 53 Posted: 04 Feb 2022
Sophia Chen, Lev Ratnovski, Lev Ratnovski and Yangfan Sun
International Monetary Fund (IMF) - Research Department, International Monetary FundEuropean Central Bank, Financial Research Division and Georgetown University - Department of Economics
Downloads 33 (774,137)

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nonlocal lender, nonlocal mortgage lender, return volatility, high-growth market, lender control, Mortgages, Loans, Housing prices

14.

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

Abstract:

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