Dimitrios P. Tsomocos

University of Oxford - Said Business School and St. Edmund Hall

Park End Street

Oxford, OX1 1HP

Great Britain

SCHOLARLY PAPERS

35

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9,420

SSRN CITATIONS
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Top 3,264

in Total Papers Citations

103

CROSSREF CITATIONS

233

Scholarly Papers (35)

Book vs. Fair Value Accounting in Banking and Intertemporal Smoothing

OFRC Working Paper No. 2004fe13
Number of pages: 32 Posted: 06 Mar 2005
Xavier Freixas and Dimitrios P. Tsomocos
Universitat Pompeu Fabra and University of Oxford - Said Business School and St. Edmund Hall
Downloads 735 (34,072)
Citation 5

Abstract:

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Book value, Fair Value, Banking, Intertemporal Smoothing, Overlapping Generations

Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing

UPF Economics and Business Working Paper 771
Number of pages: 20 Posted: 15 Nov 2005
Xavier Freixas and Dimitrios P. Tsomocos
Universitat Pompeu Fabra and University of Oxford - Said Business School and St. Edmund Hall
Downloads 470 (61,304)
Citation 10

Abstract:

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Banking, shocks, insurance, intertemporal, Overlapping Generations Equilibrium

Procyclicality and the New Basel Accord - Banks' Choice of Loan Rating System

Number of pages: 50 Posted: 22 Mar 2002
Eva Catarineu-Rabell, Patricia Jackson and Dimitrios P. Tsomocos
affiliation not provided to SSRN, Bank of England and University of Oxford - Said Business School and St. Edmund Hall
Downloads 816 (29,484)
Citation 10

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Procyclicality and the New Basel Accord-Banks' Choice of Loan Rating System

Bank of England Working Paper No. 181
Number of pages: 48 Posted: 03 Sep 2003
Eva Catarineu-Rabell, Patricia Jackson and Dimitrios P. Tsomocos
affiliation not provided to SSRN, Bank of England and University of Oxford - Said Business School and St. Edmund Hall
Downloads 346 (88,350)
Citation 47

Abstract:

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3.

Minsky’s Financial Instability Hypothesis and the Leverage Cycle

London School of Economics FMG Special Paper
Number of pages: 44 Posted: 02 Mar 2011 Last Revised: 06 Dec 2011
London School of Economics, University of Oxford - Said Business School and St. Edmund Hall, London School of Economics & Political Science (LSE) - Financial Markets Group and Board of Governors of the Federal Reserve System
Downloads 849 (28,348)
Citation 18

Abstract:

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Financial Instability, Minsky, Leverage, Optimism, Relative Performance

4.

International Finance in General Equilibrium

Yale Cowles Foundation Discussion Paper No. 1313
Number of pages: 51 Posted: 25 Aug 2001
John Geanakoplos and Dimitrios P. Tsomocos
Yale University and University of Oxford - Said Business School and St. Edmund Hall
Downloads 826 (29,495)
Citation 2

Abstract:

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Currency, Cash, Fiscal Policy, Monetary Policy, Money, Trade

5.
Downloads 759 ( 33,095)
Citation 17

Financial Regulation in General Equilibrium

Chicago Booth Research Paper No. 12-11, Fama-Miller Working Paper
Number of pages: 50 Posted: 06 Mar 2012 Last Revised: 04 Apr 2013
London School of Economics & Political Science (LSE) - Financial Markets Group, University of Chicago, Booth School of Business, University of Oxford - Said Business School and St. Edmund Hall and Board of Governors of the Federal Reserve System
Downloads 542 (51,117)

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Financial Regulation in General Equilibrium

NBER Working Paper No. w17909
Number of pages: 51 Posted: 10 Mar 2012
London School of Economics & Political Science (LSE) - Financial Markets Group, University of Chicago, Booth School of Business, University of Oxford - Said Business School and St. Edmund Hall and Board of Governors of the Federal Reserve System
Downloads 122 (238,479)
Citation 2

Abstract:

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Financial Regulation in General Equilibrium

Banque de France Working Paper No. 372
Number of pages: 53 Posted: 05 Apr 2012
London School of Economics & Political Science (LSE) - Financial Markets Group, University of Chicago, Booth School of Business, University of Oxford - Said Business School and St. Edmund Hall and Board of Governors of the Federal Reserve System
Downloads 95 (284,882)
Citation 1

Abstract:

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Price setting, changeover, euro, inflation

6.

A Model to Analyse Financial Fragility

Economic Theory, Forthcoming
Number of pages: 33 Posted: 11 Mar 2005
Charles Goodhart, Pojanart Sunirand and Dimitrios P. Tsomocos
London School of Economics & Political Science (LSE) - Financial Markets Group, London School of Economics & Political Science (LSE) - Department of Economics and University of Oxford - Said Business School and St. Edmund Hall
Downloads 657 (40,256)
Citation 7

Abstract:

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Financial fragility, commerical banks, general equilibrium, default, incomplete markets, monetary policy, regulatory policy

7.

Analysis of Monetary Policy and Financial Stability: A New Paradigm

CESifo Working Paper Series No. 2885
Number of pages: 39 Posted: 10 Jan 2010
Charles Goodhart, Carolina Osorio and Dimitrios P. Tsomocos
London School of Economics & Political Science (LSE) - Financial Markets Group, affiliation not provided to SSRN and University of Oxford - Said Business School and St. Edmund Hall
Downloads 615 (43,983)

Abstract:

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general equilibrium, financial fragility, monetary policy, regulation

8.

Equilibrium Analysis, Banking and Financial Instability

Oxford Finance Research Centre Working Paper No. 2003-FE-08
Number of pages: 32 Posted: 19 May 2003
Dimitrios P. Tsomocos
University of Oxford - Said Business School and St. Edmund Hall
Downloads 380 (79,799)
Citation 10

Abstract:

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Financial instability, competitive banking, capital requirements, Basel accord, regulation, incomplete markets, default, non-neutrality, Gains-to-Trade

9.

Equilibrium Analysis, Banking, Contagion and Financial Fragility

Bank of England Working Paper Series No. 175
Number of pages: 56 Posted: 30 May 2003
Dimitrios P. Tsomocos
University of Oxford - Said Business School and St. Edmund Hall
Downloads 350 (87,865)
Citation 19

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10.

Principles for Macroprudential Regulation

Chicago Booth Research Paper No. 14-19
Number of pages: 10 Posted: 01 Jul 2014
Anil K. Kashyap, Dimitrios P. Tsomocos and Alexandros Vardoulakis
University of Chicago, Booth School of Business, University of Oxford - Said Business School and St. Edmund Hall and Board of Governors of the Federal Reserve System
Downloads 242 (130,539)
Citation 1

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11.

International Monetary Regimes

Capitalism and Society, Vol. 9, No. 2, Article 2, 2014
Number of pages: 11 Posted: 12 Nov 2014
Charles Goodhart and Dimitrios P. Tsomocos
London School of Economics & Political Science (LSE) - Financial Markets Group and University of Oxford - Said Business School and St. Edmund Hall
Downloads 233 (135,501)

Abstract:

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12.

How Investment Opportunities Impact Optimal Capital Structure

Saïd Business School WP 2017-06
Number of pages: 44 Posted: 09 Mar 2017
Antonio Lupi, Stanley Myint and Dimitrios P. Tsomocos
BNP Paribas, London, BNP Paribas, London and University of Oxford - Said Business School and St. Edmund Hall
Downloads 223 (141,388)

Abstract:

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Modigliani-Miller, corporate investment policy, capital structure, WACC, hurdle rate, financial flexibility, Monte Carlo simulation, optimal leverage

Optimal Bank Regulation in the Presence of Credit and Run Risk

FEDS Working Paper No. 2017-097
Number of pages: 66 Posted: 26 Sep 2017
Anil K. Kashyap, Dimitrios P. Tsomocos and Alexandros Vardoulakis
University of Chicago, Booth School of Business, University of Oxford - Said Business School and St. Edmund Hall and Board of Governors of the Federal Reserve System
Downloads 99 (277,196)

Abstract:

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Bank runs, Capital, Credit risk, Limited liability, Liquidity, Regulation

Optimal Bank Regulation in the Presence of Credit and Run Risk

Saïd Business School WP 2017-17
Number of pages: 66 Posted: 06 Oct 2017
Anil K. Kashyap, Dimitrios P. Tsomocos and Alexandros Vardoulakis
University of Chicago, Booth School of Business, University of Oxford - Said Business School and St. Edmund Hall and Board of Governors of the Federal Reserve System
Downloads 93 (288,910)
Citation 5

Abstract:

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Bank Runs, Credit Risk, Limited Liability, Regulation, Capital, Liquidity

14.

E-Barter Versus Fiat Money: Will Central Banks Survive?

Bank of England Working Paper No. 197, Cass Business School Research Paper
Number of pages: 27 Posted: 15 Apr 2004
Forrest Capie, Dimitrios P. Tsomocos and Geoffrey Wood
Bank of England, University of Oxford - Said Business School and St. Edmund Hall and Cass Business School
Downloads 188 (165,836)
Citation 4

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How Does Macroprudential Regulation Change Bank Credit Supply?

Chicago Booth Research Paper No. 14-18, Saïd Business School WP 2014-6
Number of pages: 52 Posted: 01 Jul 2014 Last Revised: 18 Feb 2017
Anil K. Kashyap, Dimitrios P. Tsomocos and Alexandros Vardoulakis
University of Chicago, Booth School of Business, University of Oxford - Said Business School and St. Edmund Hall and Board of Governors of the Federal Reserve System
Downloads 171 (180,526)
Citation 2

Abstract:

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Risk taking, Limited Liability, Bank Runs, Regulation, Capital, Liquidity

How Does Macroprudential Regulation Change Bank Credit Supply?

NBER Working Paper No. w20165
Number of pages: 51 Posted: 02 Jun 2014
Anil K. Kashyap, Dimitrios P. Tsomocos and Alexandros Vardoulakis
University of Chicago, Booth School of Business, University of Oxford - Said Business School and St. Edmund Hall and Board of Governors of the Federal Reserve System
Downloads 14 (597,568)

Abstract:

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A Strategic Market Game with Seigniorage Costs of Fiay Money

Yale, Cowles Foundation Discussion Paper No. 1043
Number of pages: 16 Posted: 15 Jan 2002
Martin Shubik and Dimitrios P. Tsomocos
Yale University - School of Management and University of Oxford - Said Business School and St. Edmund Hall
Downloads 181 (171,674)

Abstract:

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Strategic market games, seigniorage costs, inefficiency

A Strategic Market Game with Seigniorage Costs of Fiay Money

Economic Theory, Forthcoming
Posted: 18 Jan 2002
Martin Shubik and Dimitrios P. Tsomocos
Yale University - School of Management and University of Oxford - Said Business School and St. Edmund Hall

Abstract:

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Strategic market games, seigniorage costs, inefficiency

17.

Capital Flows, Default, and Renegotiation in a Small Open Economy

Saïd Business School WP 2017-03
Number of pages: 44 Posted: 03 Feb 2017 Last Revised: 21 Feb 2017
Udara Peiris, Anna Sokolova and Dimitrios P. Tsomocos
National Research University Higher School of Economics - International College of Economics and Finance, National Research University Higher School of Economics and University of Oxford - Said Business School and St. Edmund Hall
Downloads 179 (173,418)

Abstract:

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open economy, capital flows, debt, default, renegotiation

18.

Debt, Recovery Rates and the Greek Dilemma

Saïd Business School WP 2016-15
Number of pages: 38 Posted: 23 May 2016
Charles Goodhart, Udara Peiris and Dimitrios P. Tsomocos
London School of Economics & Political Science (LSE) - Financial Markets Group, National Research University Higher School of Economics - International College of Economics and Finance and University of Oxford - Said Business School and St. Edmund Hall
Downloads 168 (183,276)
Citation 4

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Debt, Default, Renegotiation, Business Cycles, Open Economy

19.

Macro-Modelling, Default and Money

Saïd Business School WP 2016-18
Number of pages: 38 Posted: 03 Jun 2016
Charles Goodhart, Nikolaos Romanidis, Dimitrios P. Tsomocos and Martin Shubik
London School of Economics & Political Science (LSE) - Financial Markets Group, University of Oxford - Said Business School, University of Oxford - Said Business School and St. Edmund Hall and Yale University - School of Management
Downloads 157 (194,130)
Citation 6

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Default, Money, Financial Intermediation, Liquidity, Modelling

20.

Asset Prices in an Exchange Economy with Money and Trade

Number of pages: 28 Posted: 03 Mar 2007
Raphael A. Espinoza and Dimitrios P. Tsomocos
International Monetary Fund (IMF) and University of Oxford - Said Business School and St. Edmund Hall
Downloads 146 (206,292)

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cash-in-advance , risk-neutral probabilities , state price , term structure

21.

Measuring Financial Fragility in China

Saïd Business School WP 2015-23
Number of pages: 40 Posted: 18 Dec 2015
Kwangwon Ahn, Jacqueline Dai, Chansoo Kim and Dimitrios P. Tsomocos
KAIST, Peking University - HSBC School of Business, Korea Institute of Science and Technology Information (KISTI) and University of Oxford - Said Business School and St. Edmund Hall
Downloads 141 (213,443)
Citation 1

Abstract:

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Chinese economy, financial fragility, insolvency risk

22.

Debt Deflation Effects of Monetary Policy

FEDS Working Paper No. 2014-37, Saïd Business School WP 2014-7
Number of pages: 39 Posted: 23 May 2014 Last Revised: 18 Jun 2015
Li Lin, Dimitrios P. Tsomocos and Alexandros Vardoulakis
International Monetary Fund (IMF), University of Oxford - Said Business School and St. Edmund Hall and Board of Governors of the Federal Reserve System
Downloads 80 (314,678)
Citation 3

Abstract:

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Default, collateral, debt deflation

23.

The Lender of Last Resort in a General Equilibrium Framework

Saïd Business School WP 2017-18
Number of pages: 46 Posted: 21 Oct 2017 Last Revised: 24 Oct 2017
Akshay Kotak, Han N. Ozsoylev and Dimitrios P. Tsomocos
University of Oxford - Said Business School, Koc University - College of Administrative Sciences and Economics and University of Oxford - Said Business School and St. Edmund Hall
Downloads 63 (358,983)

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lender of last resort, default, bank bailouts, constructive ambiguity

24.

Commodity Cycles and Financial Instability in Emerging Economies

Number of pages: 59 Posted: 11 Dec 2019
Mikhail Andreev, Udara Peiris, Aleksandr Shirobokov and Dimitrios P. Tsomocos
Bank of Russia, National Research University Higher School of Economics - International College of Economics and Finance, National Research University Higher School of Economics - Faculty of Economics and University of Oxford - Said Business School and St. Edmund Hall
Downloads 38 (446,031)

Abstract:

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Business cycles, Small open economy, Emerging markets, Commodity prices, Financial Stability, Macroprudential policy

25.

Debt Restructuring for the Eurozone

Saïd Business School WP 2019-09
Number of pages: 18 Posted: 26 Jul 2019
Dimitrios P. Tsomocos and Xuan Wang
University of Oxford - Said Business School and St. Edmund Hall and University of Oxford - Said Business School
Downloads 38 (446,031)

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26.

Option Values and Endogenous Uncertainty in ESOPs, MBOs and Asset Backed Securities

Number of pages: 10 Posted: 04 Feb 2010
Graciela Chichilnisky, Geoffrey M. Heal and Dimitrios P. Tsomocos
Columbia University, Columbia Business School - Finance and Economics and University of Oxford - Said Business School and St. Edmund Hall
Downloads 36 (454,493)
Citation 1

Abstract:

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Option values, Endogenous uncertainty, Employee stock option plan

27.

A Computable General Equilibrium Model for Banking Sector Risk Assessment in South Africa

Saïd Business School WP 2019-11
Number of pages: 34 Posted: 06 Aug 2019
University of Pretoria, University of Pretoria, University of Pretoria - University of Pretoria, Western Australian Department of Treasury and University of Oxford - Said Business School and St. Edmund Hall
Downloads 30 (482,118)
Citation 1

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Computable general equilibrium, Banking regulation, Systemic risk

28.

International Debt Overhang and Monetary Policy: A Simulation Exercise Using Czech Republic Data

Saïd Business School WP 2018-14
Number of pages: 31 Posted: 31 Jul 2018
London School of Economics & Political Science (LSE) - Financial Markets Group, National Research University Higher School of Economics, National Research University Higher School of Economics and University of Oxford - Said Business School and St. Edmund Hall
Downloads 26 (503,158)
Citation 1

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Debt, Default, Monetary Policy, Renegotiation, Business Cycles, Open Economy

29.

On Default and Uniqueness of Monetary Equilibria

FEDS Working Paper No. 2015-034, http://dx.doi.org/10.17016/FEDS.2015.034
Number of pages: 31 Posted: 26 Jul 2015
Li Lin, Dimitrios P. Tsomocos and Alexandros Vardoulakis
International Monetary Fund (IMF), University of Oxford - Said Business School and St. Edmund Hall and Board of Governors of the Federal Reserve System
Downloads 23 (520,230)
Citation 2

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Collateral, Default, Determinacy, Liquid wealth, Monetary policy

30.

Credit Risk and Discontinuous Effects of Monetary Reverse Transactions

Saïd Business School WP 2016-16
Number of pages: 22 Posted: 23 May 2016
Dimitrios P. Tsomocos and Dimitris Voliotis
University of Oxford - Said Business School and St. Edmund Hall and University of Piraeus - Department of Banking and Financial Management
Downloads 21 (532,115)

Abstract:

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collateralized securities; central banks; endogenous tender rate

31.

Monetary Transaction Costs and the Term Premium

IMF Working Paper No. 13/85
Number of pages: 39 Posted: 25 Apr 2013
Raphael A. Espinoza and Dimitrios P. Tsomocos
International Monetary Fund (IMF) and University of Oxford - Said Business School and St. Edmund Hall
Downloads 15 (568,551)

Abstract:

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Liquidity, Cash-in-advance constraints, Term structure of interest rates

32.

Bank Credit and Default in Infinite Horizon

Number of pages: 36 Posted: 04 Dec 2019
Charles Goodhart, Dimitrios P. Tsomocos and Xuan Wang
London School of Economics & Political Science (LSE) - Financial Markets Group, University of Oxford - Said Business School and St. Edmund Hall and University of Oxford - Said Business School
Downloads 8 (614,304)

Abstract:

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default, bank credit and inside money, price-level determinacy and financial stability, bank capital regulation

33.

Default and Determinacy Under Quantitative Easing

Saïd Business School WP 2019-14
Number of pages: 32 Posted: 23 Oct 2019
Nikolaos Romanidis and Dimitrios P. Tsomocos
University of Oxford - Said Business School and University of Oxford - Said Business School and St. Edmund Hall
Downloads 4 (641,527)

Abstract:

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Default, Collateral, Determinacy, Money, Quantitative Easing

34.

How Investment Opportunities Affect Optimal Capital Structure

Journal of Applied Corporate Finance, Vol. 29, Issue 4, pp. 112-124, 2017
Number of pages: 15 Posted: 21 Feb 2018
Stanley Myint, Antonio Lupi and Dimitrios P. Tsomocos
BNP Paribas, London, BNP Paribas, London and University of Oxford - Said Business School and St. Edmund Hall
Downloads 0 (687,838)
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35.

A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games

International Game Theory Review (IGTR), 2009
Posted: 22 Jun 2010
Dimitrios P. Tsomocos and Dimitris Voliotis
University of Oxford - Said Business School and St. Edmund Hall and University of Piraeus

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Market games, bounded rationality, rational learning