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Nikola Tarashev

Global rank #9853 88%

Institution: Bank for International Settlements (BIS)

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2008

Most Recent: 2020

RePEc ID: pta487 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 1.01 2.01 0.00 4.02
All Time 0.00 1.01 8.04 0.00 10.05

Publication Statistics

Raw Publications 8
Coauthorship-Adjusted Count 9.09

Publications (8)

Year Article Journal Tier Authors
2020 Bank capital allocation under multiple constraints Journal of Financial Intermediation B 3
2020 Bank Standalone Credit Ratings International Journal of Central Banking B 3
2019 When pegging is a commitment device: Revisiting conventional wisdom about currency crises Journal of International Economics A 2
2016 Risk Attribution Using the Shapley Value: Methodology and Policy Applications Review of Finance B 3
2013 Measuring the systemic importance of interconnected banks Journal of Financial Intermediation B 2
2010 Measuring portfolio credit risk correctly: Why parameter uncertainty matters Journal of Banking & Finance B 1
2008 Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model International Journal of Central Banking B 2
2008 An Empirical Evaluation of Structural Credit-Risk Models International Journal of Central Banking B 1