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Nikola A. Tarashev · Study
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Author
Nikola A. Tarashev
18 works
· latest 2020
· 1 institutions
cluster: provisional
Works
18 shown
Post-Crisis International Financial Regulatory Reforms: A Primer
RePEc: Research Papers in Economics
·
2020
·
3 authors
·
preprint
·
Open access
33
citations
Effects of Covid-19 on the Banking Sector: The Market's Assessment
RePEc: Research Papers in Economics
·
2020
·
4 authors
·
preprint
86
citations
Risk Attribution Using the Shapley Value: Methodology and Policy Applications
European Finance Review
·
2015
·
3 authors
62
citations
Bank business models
RePEc: Research Papers in Economics
·
2014
·
3 authors
·
Open access
64
citations
Measuring the systemic importance of interconnected banks
Journal of Financial Intermediation
·
2013
·
2 authors
·
Open access
296
citations
Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model
·
2012
·
2 authors
54
citations
Systemic importance: some simple indicators
RePEc: Research Papers in Economics
·
2011
·
2 authors
·
Open access
96
citations
Rating methodologies for banks
RePEc: Research Papers in Economics
·
2011
·
2 authors
·
Open access
50
citations
Measuring portfolio credit risk correctly: Why parameter uncertainty matters
Journal of Banking & Finance
·
2010
·
1 author
31
citations
Attributing Systemic Risk to Individual Institutions
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
217
citations
The systemic importance of financial institutions
RePEc: Research Papers in Economics
·
2009
·
3 authors
·
Open access
118
citations
The Pricing of Correlated Default Risk
The Journal of Fixed Income
·
2008
·
2 authors
42
citations
Bank health and lending to emerging markets
RePEc: Research Papers in Economics
·
2008
·
2 authors
·
Open access
83
citations
Global Monitoring with the BIS International Banking Statistics
SSRN Electronic Journal
·
2008
·
2 authors
·
preprint
·
Open access
46
citations
Speculative Attacks and the Information Role of the Interest Rate
Journal of the European Economic Association
·
2007
·
1 author
36
citations
An Empirical Evaluation of Structural Credit Risk Models
SSRN Electronic Journal
·
2007
·
1 author
·
preprint
·
Open access
47
citations
Tracking International Bank Flows
RePEc: Research Papers in Economics
·
2006
·
2 authors
·
Open access
66
citations
Investors' attitude towards risk: what can we learn from options?
RePEc: Research Papers in Economics
·
2003
·
3 authors
42
citations