Dimitrios P. Tsomocos

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

Park End Street

Oxford, OX1 1HP

Great Britain

SCHOLARLY PAPERS

46

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15,560

TOTAL CITATIONS
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Top 4,401

in Total Papers Citations

226

Scholarly Papers (46)

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 787 (67,006)
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 548 (106,859)
Citation 12

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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 891 (56,651)
Citation 14

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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 386 (162,516)
Citation 53

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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 1,100 (42,939)
Citation 24

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Financial Instability, Minsky, Leverage, Optimism, Relative Performance

4.
Downloads 1,040 (46,402)
Citation 7

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 644 (87,050)

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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 225 (286,926)
Citation 1

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Price setting, changeover, euro, inflation

Financial Regulation in General Equilibrium

NBER Working Paper No. w17909
Number of pages: 51 Posted: 10 Mar 2012 Last Revised: 09 Jun 2023
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 171 (370,965)
Citation 6

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5.

International Finance in General Equilibrium

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 882 (58,353)
Citation 3

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

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 826 (63,864)
Citation 14

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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 807 (65,899)

Abstract:

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general equilibrium, financial fragility, monetary policy, regulation

8.

Ideas, Idea Processing, and US TFP Growth: Testing the Weitzman Conjecture

Number of pages: 52 Posted: 29 Jul 2022
Kevin R. James, Akshay Kotak and Dimitrios P. Tsomocos
London School of Economics & Political Science (LSE) - Systemic Risk Centre, Systemic Risk Centre, LSE and University of Oxford - Said Business School and St. Edmund Hall
Downloads 743 (73,494)
Citation 2

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Innovation, Financial Market Effectiveness, Endogenous Growth, Total Factor Productivity

9.
Downloads 526 (113,962)
Citation 2

Support for Small Businesses Amid COVID-19

Tinbergen Institute Discussion Paper 2020-044/IV
Number of pages: 41 Posted: 03 Aug 2020 Last Revised: 22 Jan 2021
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 VU University Amsterdam
Downloads 421 (147,154)

Abstract:

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COVID-19, Government Guarantees, optimal default sanction, unemployment, productivity, Adverse Selection, private information, screening

Support for Small Businesses Amid COVID-19

Number of pages: 48 Posted: 10 Jul 2020
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 VU University Amsterdam
Downloads 103 (560,630)
Citation 2

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COVID-19, government guarantees, optimal default sanction, unemployment, productivity, adverse selection, private information, screening

Support for Small Businesses Amid Covid-19

CEPR Discussion Paper No. DP15055
Number of pages: 51 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
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 VU University Amsterdam
Downloads 2 (1,367,798)
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Adverse Selection, COVID-19, Government Guarantees, optimal default sanction, private information, productivity, screening, unemployment

10.

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 466 (131,859)
Citation 17

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

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 174 (365,269)

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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 168 (376,822)
Citation 3

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

Optimal Bank Regulation in the Presence of Credit and Run-Risk

NBER Working Paper No. w26689
Number of pages: 82 Posted: 28 Jan 2020 Last Revised: 02 Feb 2023
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 96 (589,028)
Citation 1

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12.

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 430 (145,030)
Citation 29

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13.

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 429 (145,421)

Abstract:

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

14.

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 392 (161,261)
Citation 1

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15.

The Zero Lower Bound and Financial Stability: A New Role for Central Banks?

Number of pages: 42 Posted: 08 Jul 2020 Last Revised: 31 Aug 2020
Tatjana Schulze and Dimitrios P. Tsomocos
International Monetary Fund (IMF) and University of Oxford - Said Business School and St. Edmund Hall
Downloads 337 (190,455)

Abstract:

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monetary policy & financial stability trade-off, central bank optimization, zero lower bound, bank profitability, default

16.

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 318 (202,690)

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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 256 (252,446)
Citation 2

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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 Last Revised: 06 Feb 2022
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 39 (947,730)

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18.

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 288 (225,215)
Citation 10

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Default, Money, Financial Intermediation, Liquidity, Modelling

19.

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, Oberlin College - Department of Economics and University of Oxford - Said Business School and St. Edmund Hall
Downloads 283 (229,354)
Citation 6

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Debt, Default, Renegotiation, Business Cycles, Open Economy

20.

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 251 (259,192)
Citation 5

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21.

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 243 (267,621)

Abstract:

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

22.

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
Oberlin College - Department of Economics, National Research University Higher School of Economics (Moscow) and University of Oxford - Said Business School and St. Edmund Hall
Downloads 235 (276,520)

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open economy, capital flows, debt, default, renegotiation

23.

New Bank Resolution Mechanisms: Is It the End of the Bailout Era?

EBRD Working Paper No. 247
Number of pages: 48 Posted: 01 Jul 2020 Last Revised: 14 Dec 2020
Aneta Hryckiewicz, Natalia Kryg and Dimitrios P. Tsomocos
Economic Institute for Empirical Analysis, Kozminski University, European Bank for Reconstruction and Development (EBRD) and University of Oxford - Said Business School and St. Edmund Hall
Downloads 215 (301,191)

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Government Intervention, Resolution Mechanism, Financial Crisis, Bailout, Effectiveness, Moral Hazard, Financial Contagion, Bank Default, Financial Stability, General Equilibrium, Systemic Risk

24.

Bank Credit, Inflation, and Default Risks over an Infinite Horizon

Number of pages: 33 Posted: 04 Dec 2019 Last Revised: 16 Feb 2023
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 VU University Amsterdam
Downloads 211 (306,675)
Citation 1

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Corporate default, liquidity creation, inside money deposits, reserve management, long-run non-neutrality, money-financing, financial intermediation wedge

25.

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 200 (322,390)
Citation 1

Abstract:

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Chinese economy, financial fragility, insolvency risk

26.

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
Russian Academy of National Economy and Public Administration under the President of the Russian Federation (RANEPA), Oberlin College - Department of Economics, National Research University Higher School of Economics (Moscow) - Faculty of Economics and University of Oxford - Said Business School and St. Edmund Hall
Downloads 185 (346,414)
Citation 2

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

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 183 (349,103)

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Strategic market games, seigniorage costs, inefficiency

A Strategic Market Game with Seigniorage Costs of Fiay Money

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

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Strategic market games, seigniorage costs, inefficiency

28.

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 181 (353,420)
Citation 2

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Computable general equilibrium, Banking regulation, Systemic risk

29.

Computable General Equilibrium Model for Monetary Policy and its Effects in South Africa

Number of pages: 42 Posted: 19 Jun 2023
Conrad Beyers, Kojo Essel-Mensah and Dimitrios P. Tsomocos
University of Pretoria, University of Professional Studies - Department of Banking and Finance and University of Oxford - Said Business School and St. Edmund Hall
Downloads 158 (397,709)

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Monetary policy, Repo rate, Inflation; Banks’ profit, Gross domestic product

30.

Bank Resolution Mechanisms Revisited: Towards a New Era of Restructuring

Number of pages: 43 Posted: 11 Apr 2022
Natalia Kryg, Dimitrios P. Tsomocos and Aneta Hryckiewicz
European Bank for Reconstruction and Development (EBRD), University of Oxford - Said Business School and St. Edmund Hall and Kozminski University
Downloads 133 (457,543)

Abstract:

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Bank resolution mechanism, financial crisis, Bailout, Financial contagion, Bank default

31.

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
Systemic Risk Centre, LSE, Ozyegin University - Faculty of Business and University of Oxford - Said Business School and St. Edmund Hall
Downloads 128 (471,612)
Citation 1

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

32.

Navigating the Digital Frontier: Unraveling the Impact of Bank Technology Innovations on Idiosyncratic and Systemic Risks

Number of pages: 47 Posted: 31 Jul 2023
Aneta Hryckiewicz, Kinga Tchorzewska, Marcin Borsuk and Dimitrios P. Tsomocos
Economic Institute for Empirical Analysis, Kozminski University, Kozminski University, Polish Academy of Sciences (PAS) - Institute of Economics (INE PAN) and University of Oxford - Said Business School and St. Edmund Hall
Downloads 125 (480,465)

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Fintech, bank, risk, IT technology, IT providers, concentration

33.

The Persistence of Investment Inefficiencies: The Dynamics of Default and Endogenous Leverage

Number of pages: 48 Posted: 25 Oct 2021
Theofanis Papamichalis, Dimitrios P. Tsomocos and Nikolaos Romanidis
University of Cambridge, University of Oxford - Said Business School and St. Edmund Hall and University of Oxford - Said Business School
Downloads 123 (486,634)
Citation 1

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Bankruptcy Code, General Equilibrium, Incomplete Markets

34.

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 115 (512,272)
Citation 1

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Default, collateral, debt deflation

35.

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 VU University Amsterdam
Downloads 95 (587,129)

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36.

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 (Moscow), National Research University Higher School of Economics (Moscow) and University of Oxford - Said Business School and St. Edmund Hall
Downloads 80 (651,805)
Citation 1

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

37.

A Computable General Equilibrium Model as a Banking Sector Regulatory Tool in South Africa

Number of pages: 37 Posted: 05 Aug 2020
University of Pretoria, University of Pretoria, University of Professional Studies - Department of Banking and Finance, Western Australian Department of Treasury and University of Oxford - Said Business School and St. Edmund Hall
Downloads 79 (656,487)

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Computable General Equilibrium; Banking Regulation; Capital Requirement; Base Money; Policy Rate

38.

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 77 (666,007)

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Default, Collateral, Determinacy, Money, Quantitative Easing

39.

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 73 (686,067)

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collateralized securities; central banks; endogenous tender rate

40.

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 University - Columbia Business School, Finance and University of Oxford - Said Business School and St. Edmund Hall
Downloads 64 (735,932)
Citation 1

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Option values, Endogenous uncertainty, Employee stock option plan

41.

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 56 (786,771)
Citation 5

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Collateral, Default, Determinacy, Liquid wealth, Monetary policy

Distressed Assets and Fiscal-Monetary Support:Are Amcs a Third Way?

Number of pages: 26 Posted: 28 Jan 2025
Reiner Martin, Edward O'Brien, Udara Peiris and Dimitrios P. Tsomocos
National Bank of Slovakia, European Central Bank (ECB), Oberlin College and University of Oxford - Said Business School and St. Edmund Hall
Downloads 30 (1,044,529)

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Distressed Assets, Eurozone, Monetary Policy, Fiscal Policy, AMC.

Distressed Assets and Fiscal-Monetary Support: Are AMCs a Third Way?

ECB Working Paper No. 2025/3023
Number of pages: 30 Posted: 13 Feb 2025
Reiner Martin, Edward O'Brien, Udara Peiris and Dimitrios P. Tsomocos
National Bank of Slovakia, European Central Bank (ECB), Oberlin College and University of Oxford - Said Business School and St. Edmund Hall
Downloads 22 (1,145,123)

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AMC, distressed assets, eurozone, fiscal policy, monetary policy

43.

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 42 (897,037)

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

44.

Mortgage Default, Financial Disintermediation and Macroprudential Policies

Number of pages: 63 Posted: 13 May 2024
Nuwat Nookhwun and Dimitrios P. Tsomocos
Puey Ungphakorn Institute for Economic Research and University of Oxford - Said Business School and St. Edmund Hall
Downloads 41 (906,077)

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Endogenous mortgage default, Macroprudential regulation, Housing market, DSGE

45.

Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy

CEPR Discussion Paper No. DP16799
Number of pages: 53 Posted: 11 Feb 2022 Last Revised: 29 Mar 2022
Charles Goodhart, M. Udara Peiris, Dimitrios P. Tsomocos and Xuan Wang
London School of Economics & Political Science (LSE) - Financial Markets Group, HSE University, University of Oxford - Said Business School and St. Edmund Hall and VU University Amsterdam
Downloads 3 (1,304,480)
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Corporate indebtedness, debt inflation, income effect, Monetary transmission Mechanism, Taylor principle, Working capital

46.

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