Researcher profile · Semantic Scholar

Nikola Tarashev

h-index: 9
Works: 18
Citations: 742

Most-cited papers

Measuring the systemic importance of interconnected banks
Mathias Drehmann, Nikola Tarashev
2013275 citations
Semantic Scholar
Systemic Importance: Some Simple Indicators
Mathias Drehmann, Nikola Tarashev
2011132 citations
Semantic Scholar
Bank Health and Lending to Emerging Markets
Patrick McGuire, Nikola Tarashev
2008107 citations
Semantic Scholar
An Empirical Evaluation of Structural Credit-Risk Models
Nikola Tarashev
200564 citations Open access
Semantic Scholar
Tracking international bank flows
P. Mcguire, Nikola Tarashev
200640 citations
Semantic Scholar
Post-crisis international financial regulatory reforms: a primer
C. Borio, M. Farag, Nikola Tarashev
202035 citations
Semantic Scholar
Rating methodologies for banks
F. Packer, Nikola Tarashev
201128 citations
Semantic Scholar
Modelling and Calibration Errors in Measures of Portfolio Credit Risk
Nikola Tarashev, Hai-Bin Zhu
200728 citations Open access
Semantic Scholar
Bank Standalone Credit Ratings
M. King, Steven R. G. Ongena, Nikola Tarashev
2016Social Science Research Network11 citations Open access
Semantic Scholar
Risk Premia Across Asset Markets: Information from Option Prices
Nikola Tarashev, Kostas Tsatsaronis
20069 citations
Semantic Scholar
Measuring Portfolio Credit Risk: Modelling Versus Calibration Errors
Nikola Tarashev, Hai-Bin Zhu
20076 citations
Semantic Scholar
Structural models of default: lessons from firm-level data
Nikola Tarashev
20053 citations
Semantic Scholar
Banks’ Regulatory Risk Tolerance
M. Juselius, Aurea Ponte Marques, Nikola Tarashev
2025Social Science Research Network2 citations Open access
Semantic Scholar
The Social Value of Policy Signals
Stefan Avdjiev, P. Mcguire, Nikola Tarashev
20122 citations
Semantic Scholar
When Pegging Ties Your Hands
Nikola Tarashev, Anna Zabai
20160 citations
Semantic Scholar
Measuring the systemic importance of interconnected banks, March 2011
Mathias Drehmann, Nikola Tarashev
20110 citations
Semantic Scholar
Are Speculative Attacks Triggered by Sunspots? A New Test
Nikola Tarashev
20040 citations Open access
Semantic Scholar
Working Paper Series Banks’ regulatory risk tolerance
M. Juselius, Aurea Ponte Marques, Nikola Tarashev
0 citations
Semantic Scholar

Patrick McGuire

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C. Borio×1

M. Farag×1

F. Packer×1

M. King×1

Steven R. G. Ongena×1

Kostas Tsatsaronis×1

Aurea Ponte Marques×1