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Systematic monetary policy and the forward premium puzzle

Tambakis, Demosthenes Nicholas; Tarashev, Nikola A. - 2012

Persistent link: https://www.econbiz.de/10009697337

The social value of policy signals

Avdjiev, Stefan; McGuire, Patrick M.; Tarashev, Nikola A. - 2012

Persistent link: https://www.econbiz.de/10009621952

Bank standalone credit ratings

King, Michael R.; Ongena, Steven; Tarashev, Nikola A. - 2016 - This version: January 2016

Persistent link: https://www.econbiz.de/10011439809

When pegging ties your hands : intertemporal considerations in currency crises

Tarashev, Nikola A.; Zabai, Anna - 2016 - This version: February 2016

Persistent link: https://www.econbiz.de/10011439942

Securitisations: tranching concentrates uncertainty

Antoniades, Adonis; Tarashev, Nikola A. - In: BIS quarterly review : international banking and … (2014), pp. 37-53

Persistent link: https://www.econbiz.de/10010461186

How could macroprudential policy affect financial system resilience and credit? : lessons from the literature

Giese, Julia; Nelson, Benjamin F.; Tanaka, Misa; … - 2013

Persistent link: https://www.econbiz.de/10010492820

Systemic importance: some simple indicators

Drehmann, Mathias; Tarashev, Nikola A. - In: BIS quarterly review : international banking and … (2011), pp. 25-37

Persistent link: https://www.econbiz.de/10008935305

Bank health and lending to emerging markets

McGuire, Patrick M. - In: BIS quarterly review : international banking and … (2008), pp. 67-80

Persistent link: https://www.econbiz.de/10003798959

The pricing of correlated default risk : evidence from the credit derivatives market

Tarashev, Nikola A. (contributor); Zhu, Haibin (contributor) - 2008

order to analyze the pricing of portfolio credit risk as revealed by tranche spreads of a popular credit default swap (CDS) index we extract risk-neutral probabilities of default (PDs) and physical asset return correlations from single-name CDS spreads. The time profile and overall level of...

Persistent link: https://www.econbiz.de/10003721579

Currency crises and informational heterogeneity

Tarashev, Nikola A. - 2003

Persistent link: https://www.econbiz.de/10003629379