Dimitrios P. Tsomocos - Publications

Affiliations: 
University of Oxford, Oxford, United Kingdom 
Area:
General Economic Equilibrium, Banking, Financial Stability, Regulation

40 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Beyers CFJ, Freitas AD, Essel-Mensah KA, Seymore R, Tsomocos DP. A Computable General Equilibrium Model for Banking Sector Risk Assessment in South Africa Annals of Finance. 16: 195-218. DOI: 10.1007/S10436-020-00362-4  0.53
2019 Goodhart CAE, Peiris MU, Tsomocos DP. Global Imbalances and Taxing Capital Flows International Journal of Central Banking. 9: 13-44. DOI: 10.4337/9781788973656.00016  0.421
2018 Goodhart C, Isakov K, Peiris U, Tsomocos D. Debt Overhang and Monetary Policy in Czech Republic Hse Economic Journal. 22: 460-479. DOI: 10.17323/1813-8691-2018-22-3-460-479  0.52
2018 Goodhart CAE, Peiris MU, Tsomocos DP. Debt, Recovery Rates and the Greek Dilemma Journal of Financial Stability. 36: 265-278. DOI: 10.1016/J.Jfs.2018.03.007  0.432
2017 Kashyap AK, Tsomocos DP, Vardoulakis AP. Optimal Bank Regulation In the Presence of Credit and Run-Risk National Bureau of Economic Research. DOI: 10.2139/Ssrn.3048376  0.507
2017 Kashyap AK, Tsomocos DP, Vardoulakis AP. Optimal Bank Regulation in the Presence of Credit and Run Risk Social Science Research Network. 2017. DOI: 10.17016/Feds.2017.097  0.489
2017 Myint S, Lupi A, Tsomocos DP. How Investment Opportunities Affect Optimal Capital Structure Journal of Applied Corporate Finance. 29: 112-124. DOI: 10.1111/Jacf.12266  0.482
2016 Martínez SJF, Tsomocos DP. Liquidity and default in an exchange economy Journal of Financial Stability. 35: 192-214. DOI: 10.1016/J.Jfs.2016.10.010  0.572
2015 Lin L, Tsomocos DP, Vardoulakis AP. Debt Deflation Effects of Monetary Policy Journal of Financial Stability. 21: 81-94. DOI: 10.2139/Ssrn.2439817  0.506
2015 Bhattacharya S, Goodhart CAE, Tsomocos DP, Vardoulakis AP. A Reconsideration of Minsky's Financial Instability Hypothesis Journal of Money, Credit and Banking. 47: 931-973. DOI: 10.1111/Jmcb.12229  0.499
2015 Peiris MU, Tsomocos DP. International monetary equilibrium with default Journal of Mathematical Economics. 56: 47-57. DOI: 10.1016/J.Jmateco.2014.11.003  0.609
2015 Lin L, Tsomocos DP, Vardoulakis AP. On default and uniqueness of monetary equilibria Economic Theory. 62: 245-264. DOI: 10.1007/S00199-015-0890-Y  0.508
2015 Espinoza R, Tsomocos D. Monetary transaction costs and the term premium Economic Theory. 59: 355-375. DOI: 10.1007/S00199-014-0817-Z  0.495
2014 Kashyap AK, Tsomocos DP, Vardoulakis A. Principles for macroprudential regulation Financial Stability Review. 173-182. DOI: 10.2139/Ssrn.2460937  0.393
2014 Kashyap AK, Tsomocos DP, Vardoulakis AP. How Does Macroprudential Regulation Change Bank Credit Supply National Bureau of Economic Research. DOI: 10.2139/Ssrn.2460900  0.53
2014 Machek O, Smrčka L, Hnilica J, Arltová M, Tsomocos DP. General Equilibrium Analysis of the Czech Financial Market and a Financial Fragility Model Politicka Ekonomie. 2014: 437-458. DOI: 10.18267/J.Polek.963  0.555
2014 Lin L, Tsomocos DP, Vardoulakis A. Debt Deflation Effects of Monetary Policy Social Science Research Network. 2014: 1-38. DOI: 10.17016/Feds.2014.37  0.488
2014 Tsomocos DP. Edward M. Feasel, Japan's Aid: Lessons for Economic Growth, Development and Political Economy Journal of Economics and Political Economy. 1: 373-376. DOI: 10.1453/Jepe.V1I2.75  0.302
2013 Lee JH, Ryu J, Tsomocos DP. Measures of Systemic Risk and Financial Fragility in Korea Annals of Finance. 9: 757-786. DOI: 10.1007/S10436-012-0218-X  0.438
2011 Goodhart C, Sunirand P, Tsomocos D. The Optimal Monetary Instrument for Prudential Purposes Journal of Financial Stability. 7: 70-77. DOI: 10.1016/J.Jfs.2009.06.002  0.497
2010 Goodhart CAE, Peiris MU, Tsomocos DP, Vardoulakis AP. On dividend restrictions and the collapse of the interbank market Annals of Finance. 6: 455-473. DOI: 10.1007/S10436-010-0147-5  0.499
2010 Pederzoli C, Torricelli C, Tsomocos DP. Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework Annals of Finance. 6: 33-49. DOI: 10.1007/S10436-009-0128-8  0.408
2010 Giraud G, Tsomocos DP. Nominal uniqueness and money non-neutrality in the limit-price exchange process Economic Theory. 45: 303-348. DOI: 10.1007/S00199-009-0507-4  0.559
2009 Tsomocos DP, Voliotis D. A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games International Game Theory Review. 11: 479-489. DOI: 10.1142/S0219198909002467  0.466
2009 Espinoza RA, Goodhart CAE, Tsomocos DP. State prices, liquidity, and default Economic Theory. 39: 177-194. DOI: 10.1007/S00199-008-0343-Y  0.527
2008 Tsomocos DP. Generic determinacy and money non-neutrality of international monetary equilibria Journal of Mathematical Economics. 44: 866-887. DOI: 10.1016/J.Jmateco.2006.08.002  0.57
2007 Goodhart CAE, Tsomocos DP. Financial stability: theory and applications Annals of Finance. 3: 1-4. DOI: 10.1007/S10436-006-0066-7  0.357
2007 Aspachs O, Goodhart CAE, Tsomocos DP, Zicchino L. Towards a measure of financial fragility Annals of Finance. 3: 37-74. DOI: 10.1007/S10436-006-0061-Z  0.579
2007 Tsomocos DP, Bhattacharya S, Goodhart CAE, Sunirand P. Banks, relative performance, and sequential contagion Economic Theory. 32: 381-398. DOI: 10.1007/S00199-007-0270-3  0.583
2006 Goodhart CAE, Sunirand P, Tsomocos DP. A time series analysis of financial fragility in the UK banking system Annals of Finance. 2: 1-21. DOI: 10.1007/S10436-005-0030-Y  0.418
2006 Goodhart CAE, Sunirand P, Tsomocos DP. A Model to Analyse Financial Fragility Economic Theory. 27: 107-142. DOI: 10.1007/S00199-004-0572-7  0.615
2005 Goodhart CAE, Sunirand P, Tsomocos DP. A Risk Assessment Model for Banks Annals of Finance. 1: 197-224. DOI: 10.1007/S10436-004-0006-3  0.545
2005 Catarineu-Rabell E, Jackson P, Tsomocos DP. Procyclicality and the new Basel Accord - banks’ choice of loan rating system Economic Theory. 26: 537-557. DOI: 10.1007/S00199-004-0534-0  0.453
2004 Goodhart CAE, Sunirand P, Tsomocos DP. A Model to Analyse Financial Fragility: Applications Journal of Financial Stability. 1: 1-30. DOI: 10.1016/J.Jfs.2004.06.005  0.513
2003 Tsomocos DP. Equilibrium Analysis, Banking, Contagion and Financial Fragility Lse Research Online Documents On Economics. DOI: 10.2139/Ssrn.381140  0.618
2003 Tsomocos DP. Equilibrium Analysis, Banking and Financial Instability Journal of Mathematical Economics. 39: 619-655. DOI: 10.1016/S0304-4068(03)00045-4  0.614
2002 Shubik M, Tsomocos DP. A strategic market game with seigniorage costs of Fiat money Economic Theory. 19: 187-201. DOI: 10.2139/Ssrn.296852  0.612
2002 Geanakoplos JD, Tsomocos DP. International finance in general equilibrium Research in Economics. 56: 85-142. DOI: 10.1006/Reec.2001.0270  0.611
1995 Chichilnisky G, Heal GM, Tsomocos DP. Option values and endogenous uncertainty in ESOPs, MBOs and asset-backed loans Economics Letters. 48: 379-388. DOI: 10.1016/0165-1765(94)00564-I  0.442
1992 Shubik M, Tsomocos DP. A strategic market game with a mutual bank with fractional reserves and redemption in gold Journal of Economics. 55: 123-150. DOI: 10.1007/Bf01227417  0.616
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