Thomas F. Cosimano

University of Notre Dame

Professor Emeritus

513 W. Broad #704

Falls Church , VA 22046

United States

International Monetary Fund

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 5,731

SSRN RANKINGS

Top 5,731

in Total Papers Downloads

7,394

CITATIONS
Rank 15,791

SSRN RANKINGS

Top 15,791

in Total Papers Citations

45

Scholarly Papers (23)

Bank Behavior in Response to Basel III: A Cross-Country Analysis

IMF Working Paper No. 11/119
Number of pages: 35 Posted: 09 Jun 2011
Thomas F. Cosimano and Dalia Hakura
University of Notre Dame and International Monetary Fund (IMF)
Downloads 2,428 (5,032)
Citation 3

Abstract:

Loading...

Commercial banks, capital requirements

Bank Behavior in Response to Basel III: A Cross-Country Analysis

IMF Working Paper No. 11/119
Number of pages: 35 Posted: 12 Jun 2011
Dalia Hakura and Thomas F. Cosimano
International Monetary Fund (IMF) and University of Notre Dame
Downloads 506 (53,538)
Citation 1

Abstract:

Loading...

Bank regulations, Bank supervision, Banking sector, Basel Core Principles, Capital, Commercial banks, Cross country analysis, Developed countries, Economic models, Loans

2.

The Nature of Capital Adequacy Constraints Under the Basel Accord

Number of pages: 10 Posted: 07 Nov 2003
Ralph Chami and Thomas F. Cosimano
International Monetary Fund (IMF) and University of Notre Dame
Downloads 1,190 (16,548)
Citation 1

Abstract:

Loading...

Capital Requirements, Basel Accord, Bank Regulation

3.
Downloads 540 ( 49,881)
Citation 21

Monetary Policy with a Touch of Basel

Number of pages: 50 Posted: 01 Aug 2001
Ralph Chami and Thomas F. Cosimano
International Monetary Fund (IMF) and University of Notre Dame
Downloads 446 (62,789)
Citation 10

Abstract:

Loading...

Basel Accord, Monetary Policy, Capital Requirements

Monetary Policy with a Touch of Basel

IMF Working Paper No. 01/151
Number of pages: 48 Posted: 31 Jan 2006
Ralph Chami and Thomas F. Cosimano
International Monetary Fund (IMF) and University of Notre Dame
Downloads 94 (276,428)

Abstract:

Loading...

capital requirements, monetary policy

4.

The Stock Market Channel of Monetary Policy

IMF Working Paper No. 99/22
Number of pages: 25 Posted: 10 Feb 2006
Ralph Chami, Thomas F. Cosimano and Connel Fullenkamp
International Monetary Fund (IMF), University of Notre Dame and Duke University - Department of Economics
Downloads 508 (53,919)

Abstract:

Loading...

inflation tax, channel of monetary policy, asset pricing

5.

Discretionary Disclosures Over Time

14th Annual Conference on Financial Economics and Accounting (FEA)
Number of pages: 40 Posted: 17 Jan 2004
Thomas F. Cosimano, Bjorn Jorgensen and Ramachandran Ramanan
University of Notre Dame, London School of Economics & Political Science (LSE) - Department of Accounting and Finance and University of Notre Dame - Department of Accountancy
Downloads 291 (103,542)
Citation 3

Abstract:

Loading...

Did the Basel Accord Cause a Credit Slowdown in Latin America?

ECONOMIA: The Journal of the Latin American and Caribbean Economic Association, Fall 2004
Number of pages: 40 Posted: 25 Oct 2004 Last Revised: 26 Dec 2008
Thomas F. Cosimano, Ralph Chami and Adolfo Barajas
University of Notre Dame, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 198 (152,076)
Citation 1

Abstract:

Loading...

Capital requirements, Basel Accord, Capital channel, Latin America

Did the Basel Accord Cause a Credit Slowdown in Latin America?

IMF Working Paper No. 05/38
Number of pages: 43 Posted: 15 Feb 2006
Adolfo Barajas, Ralph Chami and Thomas F. Cosimano
International Monetary Fund (IMF) - Western Hemisphere Department, International Monetary Fund (IMF) and University of Notre Dame
Downloads 76 (315,793)

Abstract:

Loading...

Capital Requirements, Basel Accord, Capital Channel

7.

Beware of Emigrants Bearing Gifts: Optimal Fiscal and Monetary Policy in the Presence of Remittances

IMF Working Paper No. 06/61
Number of pages: 51 Posted: 26 Apr 2006
Ralph Chami, Thomas F. Cosimano and Michael Gapen
International Monetary Fund (IMF), University of Notre Dame and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 272 (111,249)
Citation 1

Abstract:

Loading...

Remittances, Ramsey policies, optimal monetary policy, optimal taxation

Ownership of Capital in Monetary Economies and the Inflation Tax on Equity

Number of pages: 52 Posted: 19 Jun 1998
Ralph Chami, Thomas F. Cosimano and Connel Fullenkamp
International Monetary Fund (IMF), University of Notre Dame and Duke University - Department of Economics
Downloads 176 (169,524)

Abstract:

Loading...

Ownership of Capital in Monetary Economies and the Inflation Tax on Equity

IMF Working Paper No. 99/167
Number of pages: 44 Posted: 14 Feb 2006
Ralph Chami, Thomas F. Cosimano and Connel Fullenkamp
International Monetary Fund (IMF), University of Notre Dame and Duke University - Department of Economics
Downloads 42 (422,694)

Abstract:

Loading...

inflation tax, channel of monetary policy, asset pricing

9.

U.S. Bank Behavior in the Wake of the 2007-2009 Financial Crisis

IMF Working Paper No. 10/131
Number of pages: 31 Posted: 04 Jun 2010
Ralph Chami, Dalia Hakura, Thomas F. Cosimano and Adolfo Barajas
International Monetary Fund (IMF), International Monetary Fund (IMF), University of Notre Dame and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 210 (144,100)

Abstract:

Loading...

Bank credit, Capital, Interest rates on loans, Global Financial Crisis 2008-2009, Liquidity

10.

Investing in Stocks and Bonds in the Long Run

Number of pages: 76 Posted: 23 Aug 2007
Yu Chen, Thomas F. Cosimano and Alex Himonas
Idaho State University, University of Notre Dame and University of Notre Dame
Downloads 166 (178,343)

Abstract:

Loading...

Analyticity, Portfolio Decisions, Continuous Time

11.

Solving Asset Pricing Models When the Price-Dividend Function is Analytic

Number of pages: 64 Posted: 23 Jul 2003
University of Notre Dame - Department of Finance, Eastern Michigan University - Department of Mathematics, University of Notre Dame and University of Notre Dame - Department of Mathematics
Downloads 163 (181,123)
Citation 1

Abstract:

Loading...

Analyticity, Asset pricing

12.

Asset Pricing with Long Run Risk and Stochastic Differential Utility: An Analytic Approach

Number of pages: 71 Posted: 11 Nov 2009
Yu Chen, Thomas F. Cosimano, Alex A. Himonas and Peter Kelly
Idaho State University, University of Notre Dame, University of Notre Dame - Department of Mathematics and University of Notre Dame
Downloads 138 (207,848)
Citation 2

Abstract:

Loading...

Analyticity, Asset Pricing, Long Run Risk, Stochastic Differential Utility

Capital Trading, Stock Trading, and the Inflation Tax on Equity

Number of pages: 40 Posted: 19 Oct 2000
Ralph Chami, Thomas F. Cosimano and Connel Fullenkamp
International Monetary Fund (IMF), University of Notre Dame and Duke University - Department of Economics
Downloads 121 (231,212)

Abstract:

Loading...

Capital Trading, Stock Trading, and the Inflation Tax on Equity

Review of Economic Dynamics
Posted: 09 Feb 2001
Ralph Chami, Thomas F. Cosimano and Connel Fullenkamp
International Monetary Fund (IMF), University of Notre Dame and Duke University - Department of Economics

Abstract:

Loading...

Executive Compensation in a Changing Environment: Cautious Investors and Sticky Contracts

Number of pages: 67 Posted: 15 Mar 2012
Thomas F. Cosimano, Adam L. Speight and Hayong Yun
University of Notre Dame, Georgia State University - Risk Management & Insurance Department and Michigan State University - Department of Finance
Downloads 56 (372,299)

Abstract:

Loading...

executive compensation, optimal contracts, moral hazard, strategic experimentation

Executive Compensation in a Changing Environment: Cautious Investors and Sticky Contracts

Number of pages: 67 Posted: 21 Dec 2011
Thomas F. Cosimano, Adam L. Speight and Hayong Yun
University of Notre Dame, Georgia State University - Risk Management & Insurance Department and Michigan State University - Department of Finance
Downloads 41 (426,720)
Citation 2

Abstract:

Loading...

15.

An External Habit Model Subject to Long Run Risk in Continuous Time: A Multi-Dimensional Asset Pricing Model

Number of pages: 41 Posted: 28 Mar 2011
Yu Chen, Thomas F. Cosimano and Alex A. Himonas
Idaho State University - Department of Mathematics, University of Notre Dame and University of Notre Dame - Department of Mathematics
Downloads 73 (319,874)

Abstract:

Loading...

Analyticity, Asset Pricing, Continuous Time, External Habit, Long Run Risk

16.

Optimal Fiscal and Monetary Policy with Nominal and Indexed Debt

IMF Working Paper No. 03/225
Number of pages: 39 Posted: 14 Feb 2006
Thomas F. Cosimano and Michael Gapen
University of Notre Dame and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 53 (376,208)

Abstract:

Loading...

Ramsey policy, Optimal monetary policy, Optimal taxation

17.

Capital Trading, Stock Trading, and the Inflation Tax on Equity: A Note

FRB of Cleveland Working Paper No. 03-21
Number of pages: 11 Posted: 02 Nov 2007
Clemson University - John E. Walker Department of Economics, Federal Reserve Bank of Cleveland, International Monetary Fund (IMF), University of Notre Dame, University of Notre Dame and Duke University - Department of Economics
Downloads 47 (396,292)

Abstract:

Loading...

used-capital market, indeterminacy

18.

Back to the Future: The Nature of Regulatory Capital Requirements

IMF Working Paper No. 17/181
Number of pages: 21 Posted: 20 Feb 2018
Ralph Chami, Thomas F. Cosimano, Emanuel Kopp and Celine Rochon
International Monetary Fund (IMF), University of Notre Dame, International Monetary Fund (IMF) and University of Oxford
Downloads 35 (442,336)

Abstract:

Loading...

Financial regulation and supervision, Balance sheets, Bank capital, Capital adequacy, Capital requirements, Moral hazard, United States, Western Hemisphere, Banking sector, Legislation, Liquidity management, regulatory requirements, Dodd-Frank Act, Financial CHOICE Act, leverage ratio, liquidity standards, regulatory arbitrage, Government Policy and Regulation

19.

What's Different About Bank Holding Companies?

IMF Working Paper No. 17/26
Number of pages: 59 Posted: 09 Aug 2017
Ralph Chami, Thomas F. Cosimano, Jun Ma and Celine Rochon
International Monetary Fund (IMF), University of Notre Dame, Northeastern University - Department of Economics and University of Oxford
Downloads 32 (455,282)

Abstract:

Loading...

Banking, Banking, Banks, Financial stability, Loans, Monetary policy, Financial markets, Bank Holding Company, Term Structure, Basel III, Bank Capital, Macro Prudential, Ring-Fencing, Financial Markets and the Macroeconomy, General, General

20.

The Role of Bank Capital in Bank Holding Companies’ Decisions

IMF Working Paper No. 15/57
Number of pages: 38 Posted: 14 Apr 2015
International Monetary Fund (IMF) - Western Hemisphere Department, University of Notre Dame, International Monetary Fund (IMF) and Bowling Green State University
Downloads 32 (455,282)

Abstract:

Loading...

Banks, United States, Bank capital, Panel analysis, Vector autoregression, Bank holding companies, capital constraints, loans, interest, equity, lending, value, risk, capital requirements, interest rates

21.

A General Equilibrium Approach to Asset Pricing in an Efficient Market

Posted: 15 Jul 1998
Ralph Chami, Thomas F. Cosimano and Connel Fullenkamp
International Monetary Fund (IMF), University of Notre Dame and Duke University - Department of Economics

Abstract:

Loading...

22.

A Unified Theory of Consumption Smoothing and Asset Returns in an Efficient Market

WPF95
Posted: 14 Jul 1998
Ralph Chami and Thomas F. Cosimano
International Monetary Fund (IMF) and University of Notre Dame

Abstract:

Loading...

23.

Persistent Liquidity Effects and Asset Pricing in a General Equilibrium Model with Production

WPS96
Posted: 28 Jun 1998
Thomas F. Cosimano, Ralph Chami and James D. Peterson
University of Notre Dame, International Monetary Fund (IMF) and Charles Schwab Investment Advisory

Abstract:

Loading...