Dimitrios P. Tsomocos

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

Park End Street

Oxford, OX1 1HP

Great Britain

SCHOLARLY PAPERS

39

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9,680

SSRN CITATIONS
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Top 3,397

in Total Papers Citations

111

CROSSREF CITATIONS

245

Scholarly Papers (39)

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 738 (35,986)
Citation 5

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

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

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 481 (63,014)
Citation 10

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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 825 (30,880)
Citation 13

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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 347 (93,002)
Citation 51

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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 872 (28,951)
Citation 20

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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 830 (31,123)
Citation 2

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

5.
Downloads 765 ( 34,762)
Citation 17

Financial Regulation in General Equilibrium

Chicago Booth Research Paper No. 12-11
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 544 (53,890)

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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 124 (247,170)
Citation 2

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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 97 (294,738)
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 661 (42,387)
Citation 7

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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 635 (44,717)

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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 384 (83,354)
Citation 10

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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 354 (91,596)
Citation 23

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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 245 (135,838)
Citation 1

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11.

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 238 (139,791)

Abstract:

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

12.

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 236 (140,934)

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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 102 (285,022)

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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 98 (292,747)
Citation 4

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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: 96 Posted: 28 Jan 2020
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 (670,477)
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14.

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

Bank of England Working Paper No. 197
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 189 (173,677)
Citation 4

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How Does Macroprudential Regulation Change Bank Credit Supply?

Chicago Booth Research Paper No. 14-18
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 (189,826)
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
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 16 (610,481)

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16.

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 184 (177,962)

Abstract:

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open economy, capital flows, debt, default, renegotiation

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 (180,565)

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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

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 175 (186,035)
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 166 (194,665)
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 147 (215,552)

Abstract:

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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 145 (217,991)
Citation 2

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Chinese economy, financial fragility, insolvency risk

22.

Debt Deflation Effects of Monetary Policy

FEDS Working Paper No. 2014-37
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 81 (327,476)
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 66 (367,154)

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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 61 (382,171)

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

25.

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 47 (430,171)
Citation 1

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Computable general equilibrium, Banking regulation, Systemic risk

26.

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 46 (434,031)

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27.

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 (475,595)
Citation 1

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Option values, Endogenous uncertainty, Employee stock option plan

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 27 (520,637)
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
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 25 (532,329)
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 23 (544,480)

Abstract:

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collateralized securities; central banks; endogenous tender rate

31.

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 18 (575,944)

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

32.

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 16 (588,680)

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

33.

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

Number of pages: 64 Posted: 08 Jul 2020
Tatjana Schulze and Dimitrios P. Tsomocos
University of Oxford - Said Business School and University of Oxford - Said Business School and St. Edmund Hall
Downloads 15 (595,215)

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

34.

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 12 (615,670)

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Default, Collateral, Determinacy, Money, Quantitative Easing

35.

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

Number of pages: 34 Posted: 01 Jul 2020 Last Revised: 02 Jul 2020
Aneta Hryckiewicz, Natalia Kryg and Dimitrios P. Tsomocos
Goethe University of Frankfurt, European Bank for Reconstruction and Development (EBRD) and University of Oxford - Said Business School and St. Edmund Hall
Downloads 9 (636,225)

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Government intervention, Resolution mechanism, Financial Crisis, Bailout, Effectiveness, Moral hazard, Financial contagion, Bank default, Financial stability, General Equilibrium, Systemic Risk

36.

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 University of Oxford - Said Business School
Downloads 5 (680,162)

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

37.

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 (720,938)
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38.

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

39.

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

Number of pages: 37
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 0

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Computable general equilibrium; Banking regulation; Capital requirement; Base money; Policy rate