Tarashev, Nikola A., 1973-
Tarashev, Nikola A.
VIAF ID: 95237594 ( Personal )
Permalink: http://viaf.org/viaf/95237594
Preferred Forms
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- 100 1 _ ‡a Tarashev, Nikola A. ‡d 1973-
- 100 1 _ ‡a Tarashev, Nikola A., ‡d 1973-
- 100 1 _ ‡a Tarashev, Nikola A., ‡d 1973-
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4xx's: Alternate Name Forms (2)
5xx's: Related Names (4)
- 510 2 _ ‡a Bank for International Settlements. Monetary and Economic Department
- 510 2 _ ‡a Bank für Internationalen Zahlungsausgleich ‡e Affiliation
- 510 2 _ ‡a Bank für Internationalen Zahlungsausgleich
- 510 2 _ ‡a Princeton University
Works
Title | Sources |
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Are speculative attacks triggered by sunspots? a new test | |
Attributing systemetic risk to individual institutions | |
Currency crises and the informational role of interest rates | |
An empirical evaluation of structural credit risk models | |
Global monitoring with the BIS international banking statistics | |
Measuring portfolio credit risk correctly : why parameter uncertainty matters | |
Measuring the systemic importance of interconnected banks | |
Modelling and calibration errors in measures of portfolio credit risk | |
pricing of correlated default risk evidence from the credit derivatives market | |
The social value of policy signals | |
Speculative attacks, private signals and intertemporal trade-offs | |
Systematic monetary policy and the forward premium puzzle |