Rustam Jamilov

London Business School

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

http://rustamjamilov.com

SCHOLARLY PAPERS

8

DOWNLOADS

195

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box

CESifo Working Paper Series No. 4131
Number of pages: 18 Posted: 08 Mar 2013
Rustam Jamilov and Balázs Égert
London Business School and Organization for Economic Co-Operation and Development (OECD)
Downloads 37 (522,167)

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interest rate pass-through, asymmetric adjustment, Caucasus

Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box

Journal of Asian Economics, Vol. 31-32, 2014, William Davidson Institute Working Paper No. 1041, CESifo Working Paper Series No. 4131
Number of pages: 23 Posted: 30 Jul 2013 Last Revised: 21 Oct 2020
Rustam Jamilov and Balázs Égert
London Business School and Organization for Economic Co-Operation and Development (OECD)
Downloads 24 (600,394)
Citation 1

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interest rate pass-through, asymmetric adjustment, Caucasus

2.

A Macroeconomic Model with Heterogeneous Banks

Number of pages: 70 Posted: 03 Dec 2020 Last Revised: 08 Apr 2021
Rustam Jamilov
London Business School
Downloads 50 (454,477)

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Financial intermediaries, heterogeneous agents, market power, bank regulation, financial frictions, dynamic equilibrium models

3.
Downloads 33 (530,609)

Bewley Banks

Number of pages: 71 Posted: 03 Dec 2020 Last Revised: 31 Mar 2021
Rustam Jamilov and Tommaso Monacelli
London Business School and Bocconi University - Department of Economics
Downloads 33 (543,702)

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Business Cycles, Bank Heterogeneity, Financial Heterogeneity, Heterogeneous Agents, General Equilibrium

Bewley Banks

CEPR Discussion Paper No. DP15428
Number of pages: 71 Posted: 02 Dec 2020
Rustam Jamilov and Tommaso Monacelli
London Business School and Bocconi University - Department of Economics
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4.

The Cross-Section of Risk-Taking and Asset Prices

Number of pages: 34 Posted: 03 Dec 2020
Nuno Coimbra, Rustam Jamilov and Hélène Rey
London Business School, London Business School and London Business School
Downloads 30 (546,446)

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Empirical Asset Pricing, Value at Risk, Institutional Investors, Financial intermediaries

5.

Credit Market Power: Branch-level Evidence from the Great Financial Crisis

Number of pages: 36 Posted: 03 Dec 2020
Rustam Jamilov
London Business School
Downloads 17 (629,198)

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Bank Market Power, Financial Competition, Financial Crises, Credit Margins, Loan Margins, Credit Concentration, Bank Competition

6.
Downloads 4 (724,847)

Granular Credit Risk

NBER Working Paper No. w27994
Number of pages: 63 Posted: 27 Oct 2020
Norges Bank, London Business School, Norges Bank and London Business School
Downloads 4 (756,190)
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Granular Credit Risk

CEPR Discussion Paper No. DP15385
Number of pages: 65 Posted: 03 Nov 2020
Norges Bank, London Business School, Norges Bank and London Business School
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aggregation, financial intermediaries, granularity, systemic risk

7.

J-Curve Dynamics and the Marshall–Lerner Condition: Evidence from Azerbaijan

Transition Studies Review 19, 313-323 (2013)
Posted: 04 Dec 2020
Rustam Jamilov
London Business School

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8.

Capital Mobility in the Caucasus

Economic Systems, Vol. 37, No. 2, 2013
Posted: 13 Oct 2015
Rustam Jamilov
London Business School

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Capital mobility, Saving-investment relationship, Panel cointegration