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Dimitrios P. Tsomocos

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

Park End Street

Oxford, OX1 1HP

Great Britain

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

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SCHOLARLY PAPERS

26

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CITATIONS
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151

Scholarly Papers (26)

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1.

Book vs. Fair Value Accounting in Banking and Intertemporal Smoothing

Downloads 1,152 ( 13,540)
Citation 10

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 725 (26,479)
Citation 10

Abstract:

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 427 (53,251)
Citation 10

Abstract:

Banking, shocks, insurance, intertemporal, Overlapping Generations Equilibrium

2.

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

Downloads 1,103 ( 14,462)
Citation 49

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 761 (24,758)
Citation 49

Abstract:

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 342 (69,534)
Citation 46

Abstract:

3.

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 - Cowles Foundation and University of Oxford - Said Business School and St. Edmund Hall
Downloads 799 (22,828)
Citation 4

Abstract:

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

4.

Financial Regulation in General Equilibrium

Downloads 675 ( 29,749)
Citation 5

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
Charles Goodhart, Anil K. Kashyap, Dimitrios P. Tsomocos and Alexandros Vardoulakis
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 507 (42,884)
Citation 5

Abstract:

Financial Regulation in General Equilibrium

NBER Working Paper No. w17909
Number of pages: 51 Posted: 10 Mar 2012
Charles Goodhart, Anil K. Kashyap, Dimitrios P. Tsomocos and Alexandros Vardoulakis
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 91 (234,405)
Citation 5

Abstract:

Financial Regulation in General Equilibrium

Banque de France Working Paper No. 372
Number of pages: 53 Posted: 05 Apr 2012
Charles Goodhart, Anil K. Kashyap, Dimitrios P. Tsomocos and Alexandros Vardoulakis
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 77 (260,370)
Citation 5

Abstract:

Price setting, changeover, euro, inflation

5.

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 588 (32,651)
Citation 39

Abstract:

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

6.

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
Sudipto Bhattacharya, Dimitrios P. Tsomocos, Charles Goodhart and Alexandros Vardoulakis
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 568 (29,004)

Abstract:

Financial Instability, Minsky, Leverage, Optimism, Relative Performance

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 465 (39,528)
Citation 4

Abstract:

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 362 (64,115)
Citation 15

Abstract:

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 306 (75,094)
Citation 16

Abstract:

10.

A Strategic Market Game with Seigniorage Costs of Fiay Money

Downloads 181 (135,949)

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 (135,851)
Citation 3

Abstract:

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:

Strategic market games, seigniorage costs, inefficiency

11.

How Does Macroprudential Regulation Change Bank Credit Supply?

Downloads 155 (155,723)

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 147 (163,277)

Abstract:

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 8 (521,145)

Abstract:

12.

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 155 (148,408)
Citation 2

Abstract:

13.

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 151 (131,783)

Abstract:

14.

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 134 (130,551)

Abstract:

15.

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 133 (168,706)

Abstract:

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

16.

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 52 (266,168)
Citation 1

Abstract:

Default, collateral, debt deflation

17.

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 32 (378,000)

Abstract:

Option values, Endogenous uncertainty, Employee stock option plan

18.

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 11 (469,023)

Abstract:

Collateral, Default, Determinacy, Liquid wealth, Monetary policy

19.

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 11 (469,023)

Abstract:

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

20.

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 0 (259,955)

Abstract:

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

21.

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 0 (288,293)

Abstract:

open economy, capital flows, debt, default, renegotiation

22.

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 0 (217,020)
Citation 4

Abstract:

Default, Money, Financial Intermediation, Liquidity, Modelling

23.

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 0 (469,023)

Abstract:

collateralized securities; central banks; endogenous tender rate

24.

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 0 (276,901)

Abstract:

Debt, Default, Renegotiation, Business Cycles, Open Economy

25.

Measuring Financial Fragility in China

Saïd Business School WP 2015-23,
Number of pages: 40 Posted: 18 Dec 2015
Kwangwon Ahn, Jacqueline B. Dai, Chansoo Kim and Dimitrios P. Tsomocos
Peking University - HSBC School of Business, Peking University - HSBC Business School, Korea Institute of Science and Technology (KIST) and University of Oxford - Said Business School and St. Edmund Hall
Downloads 0 (197,695)

Abstract:

Chinese economy, financial fragility, insolvency risk

26.

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

Abstract:

Market games, bounded rationality, rational learning

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