Kostas Tsatsaronis

Bank for International Settlements (BIS) - Monetary and Economic Department

Economist

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 2,336

SSRN RANKINGS

Top 2,336

in Total Papers Downloads

18,894

SSRN CITATIONS
Rank 1,859

SSRN RANKINGS

Top 1,859

in Total Papers Citations

136

CROSSREF CITATIONS

563

Scholarly Papers (24)

1.

What Drives Housing Price Dynamics: Cross-Country Evidence

BIS Quarterly Review, March 2004
Number of pages: 14 Posted: 04 May 2012 Last Revised: 29 Sep 2013
Kostas Tsatsaronis and Haibin Zhu
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 7,361 (1,104)
Citation 9

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2.

The Systemic Importance of Financial Institutions

BIS Quarterly Review, September 2009
Number of pages: 13 Posted: 01 Aug 2012
Nikola A. Tarashev, Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,532 (15,381)
Citation 1

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3.

Attributing Systemic Risk to Individual Institutions

BIS Working Paper No. 308
Number of pages: 29 Posted: 28 Jun 2010 Last Revised: 03 Nov 2013
Nikola A. Tarashev, Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,484 (16,194)
Citation 87

Abstract:

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Systemic Importance, Macroprudential Approach, Shapley Value

4.

Characterising the Financial Cycle: Don't Lose Sight of the Medium Term!

BIS Working Paper No. 380
Number of pages: 44 Posted: 18 Jun 2012 Last Revised: 13 May 2014
Mathias Drehmann, Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,334 (18,999)
Citation 27

Abstract:

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financial cycle, business cycle, credit, asset prices, financial crises, medium-term

5.

The Cost of Barriers to Entry: Evidence from the Market for Corporate Euro Bond Underwriting

BIS Working Paper No. 134, EFA 2003 Annual Conference Paper
Number of pages: 33 Posted: 20 Sep 2007
João A. C. Santos and Kostas Tsatsaronis
Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 731 (44,774)
Citation 29

Abstract:

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market segmentation, corporate bond underwriting, euro

6.

Bank Business Models

BIS Quarterly Review December 2014
Number of pages: 11 Posted: 11 Dec 2014
Rungporn Roengpitya, Nikola A. Tarashev and Kostas Tsatsaronis
Bank of Thailand, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 703 (47,063)
Citation 1

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7.

Accounting, Prudential Regulation and Financial Stability: Elements of a Synthesis

BIS Working Paper No. 180
Number of pages: 38 Posted: 20 Sep 2007
Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 681 (49,247)
Citation 10

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financial reporting, accounting, disclosure, risk management, prudential regulation, financial stability, information

8.

The Credit-to-GDP Gap and Countercyclical Capital Buffers: Questions and Answers

BIS Quarterly Review March 2014
Number of pages: 19 Posted: 23 Jun 2014
Mathias Drehmann and Kostas Tsatsaronis
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 613 (56,355)
Citation 17

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9.

The Impact of the Euro on Europe's Financial Markets

BIS Working Paper No. 100
Number of pages: 44 Posted: 13 Dec 2005
Gabriele Galati and Kostas Tsatsaronis
De Nederlandsche Bank and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 607 (57,022)
Citation 57

Abstract:

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international capital markets, euro, EMU, portfolio selection, money markets, bond markets

10.

Financial Structure and Growth

BIS Quarterly Review March 2014
Number of pages: 15 Posted: 23 Jun 2014
Leonardo Gambacorta, Jing Yang and Kostas Tsatsaronis
Bank for International Settlements (BIS), Government of Canada - Bank of Canada and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 587 (59,499)
Citation 7

Abstract:

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11.

Anchoring Countercyclical Capital Buffers: The Role of Credit Aggregates

BIS Working Paper No. 355
Number of pages: 39 Posted: 14 Nov 2011
Mathias Drehmann, Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 573 (61,302)
Citation 18

Abstract:

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countercyclical capital buffers, financial stability, procyclicality

12.

Estimating Hedge Fund Leverage

BIS Working Paper No. 260
Number of pages: 41 Posted: 27 Jan 2009
Patrick McGuire and Kostas Tsatsaronis
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 505 (71,830)
Citation 20

Abstract:

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hedge funds, systemic risk, leverage, style analysis

13.

Risk in Financial Reporting: Status, Challenges and Suggested Directions

BIS Working Paper No. 213
Number of pages: 28 Posted: 20 Sep 2007
Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 487 (75,098)
Citation 6

Abstract:

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Accounting, financial reporting, regulation, risk measurement and management

14.

Bank Stock Returns, Leverage and the Business Cycle

BIS Quarterly Review, March 2012
Number of pages: 15 Posted: 12 Sep 2012
Kostas Tsatsaronis and Jing Yang
Bank for International Settlements (BIS) - Monetary and Economic Department and Government of Canada - Bank of Canada
Downloads 348 (110,863)
Citation 1

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15.

Stress-Testing Macro Stress Testing: Does it Live Up to Expectations?

BIS Working Paper No. 369
Number of pages: 28 Posted: 24 Feb 2012
Claudio E. V. Borio, Mathias Drehmann and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 331 (117,251)
Citation 19

Abstract:

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stress tests, financial instability, macroprudential

16.

Residential Property Price Statistics Across the Globe

BIS Quarterly Review September 2014
Number of pages: 16 Posted: 01 Oct 2014
Michela Scatigna, Robert Szemere and Kostas Tsatsaronis
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 236 (165,981)
Citation 1

Abstract:

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17.

Bank Business Models: Popularity and Performance

BIS Working Paper No. 682
Number of pages: 45 Posted: 20 Dec 2017
Bank of Thailand, Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 193 (200,271)
Citation 13

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balance sheet characteristics, cluster analysis, discriminant analysis, model transitions, bank performance

18.

Time Varying Exposures and Leverage in Hedge Funds

BIS Quarterly Review, March 2005
Number of pages: 14 Posted: 19 Oct 2009 Last Revised: 09 Mar 2012
Patrick McGuire, Eli M. Remolona and Kostas Tsatsaronis
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 139 (264,009)

Abstract:

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hedge funds, leverage, style analysis

19.

External Support and Bank Behaviour in the International Syndicated Loan Market

BIS Working Paper No. 265
Number of pages: 44 Posted: 27 Jan 2009
Blaise Gadanecz, Kostas Tsatsaronis and Yener Altunbas
Bank for International Settlements - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and University of Wales, Bangor
Downloads 114 (305,784)
Citation 2

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external support, portfolio choices, risk taking, banks, syndicated loans

20.

Financial Conditions and Economic Activity: A Statistical Approach

BIS Quarterly Review March 2013
Number of pages: 15 Posted: 12 Apr 2013
Magdalena Erdem and Kostas Tsatsaronis
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 90 (357,375)
Citation 1

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21.

Risk Premia Across Asset Markets: Information from Option Prices

BIS Quarterly Review, March 2006
Number of pages: 12 Posted: 06 Jun 2012
Nikola A. Tarashev and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 86 (367,566)

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22.

Euro Repo Market Functioning: Collateral is King

BIS Quarterly Review, December 2019
Number of pages: 14 Posted: 17 Dec 2019
Patrick Schaffner, Angelo Ranaldo and Kostas Tsatsaronis
University of St. Gallen - School of Finance, University of St. Gallen and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 82 (378,189)
Citation 1

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23.

Spoilt and Lazy: The Impact of State Support on Bank Behaviour in the International Loan Market

Number of pages: 40 Posted: 13 Mar 2008
Blaise Gadanecz, Kostas Tsatsaronis and Yener Altunbas
Bank for International Settlements - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and University of Wales, Bangor
Downloads 77 (392,282)
Citation 6

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Government support, bank risk taking, syndicated loans

24.

Why Does the Yield Curve Predict Economic Activity?: Dissecting the Evidence for Germany and the United States

BIS Working Paper No. 49
Posted: 13 Dec 2005
Frank Smets and Kostas Tsatsaronis
European Central Bank (ECB) and Bank for International Settlements (BIS) - Monetary and Economic Department

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