Books:
Financial Stability, Vol. 1. Edited with C.A.E. Goodhart. Edward Elgar Publishing, forthcoming, 2011.
Financial Regulation and Supervision, Vol. 2. Edited with C.A.E. Goodhart. Edward Elgar Publishing, forthcoming, 2011.
Book chapters:
“Modelling a Housing and Mortgage Crisis”, (with C.A.E. Goodhart and A.P. Vardoulakis), in Financial Stability, Monetary Policy and Central Banking. Edited by C. Echeverria, R. Fuentes and D. Gray, Series in on Central Banking, Analysis and Economic Policies. Central Bank of Chile, forthcoming, 2010.
“The Optimal Monetary Policy Instrument, Inflation versus Asset Price Targeting, and Financial Stability”, (with C.A.E. Goodhart and C. Osorio), in Inflation Targeting Twenty Years on. Edited by D. Cobham, Ø. Eitrheim and S. Gerlach, Norges Bank, Cambridge University Press, Cambridge, 2010.
"Analysis of Financial Stability", (with C.A.E. Goodhart), in Frontiers in Central Banking. (Elsevier Series: Frontiers of Economics and Globalization). Edited by P.L. Siklos, M.T. Bohl and M.E. Bohar. Cambridge University Press, 2010
“Modelling Institutional Change in the Payments System and its Implications for Monetary Policy”, (with F.H. Capie and G.E. Wood), in Institutional Characteristics, Institutional Change and the Impact of Monetary Policy . Edited by S. Schmitz and G.E. Wood. Routledge, 2006.
Book reviews:
The Regulatory Response to the Financial Crisis, Charles A.E. Goodhart, Economica, Forthcoming
Journal articles:
“The Optimal Monetary Instrument for Prudential Purposes”, (with C.A.E. Goodhart and P. Sunirand), Journal of Financial Stability, forthcoming, 2011.
"Financial Instability, Institutions and Regulations: The 2009-2010 Greek Crisis", (with C.A.E. Goodhart), Conference proceedings of the International Conference on Financial and Economic Crisis. The Return to Stability, Alexander S. Onassis Public Benefit Foundation, Athens, 2010
"Global Uniqueness and Money Non-Neutrality in a Walrasian Dynamics without Rational Expectations", (with G. Giraud), Economic Theory, v. 45Nr. 1-2, pp. 303-348, 2010
"Dividend Restrictions and the Collapse of the Interbank Market", (with C.A.E. Goodhart, U.M. Peiris and A.P. Vardoulakis), Annuals of Finance, 6(4), pp. 455-73, 2010
“Rating Systems, Procyclicality and Basel II: An Evaluation in a General Equilibrium Framework”, (with C. Pederzolli and C. Toricelli), Annals of Finance, 6(1), pp. 33-49, 2010.
“A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games”, (with D. Voliotis), International Game Theory Review, v. 11:4, pp. 479-489, 2009.
“Foreclosures, Monetary Policy and financial Stability”, Conference Proceedings of 10th International Academic Conference on Economic and Social Development, Moscow, 2009.
"State Prices, Liquidity, and Default”, (with R.A. Espinoza and C.A.E. Goodhart), Economic Theory, vol. 39, pp. 177-194, 2009.
"Generic Determinacy and Money Non-Neutrality of International Money Equilibria", Journal of Mathematical Economics, 44 (7-8), 866-887, 2008.
"Evaluation of Macroeconomic Models for Financial Stability Analysis", (with G. Bardsen and K-G. Lindquist), Journal of World Economics Review, Vol 3:1, pp 7-32, January-June 2008,
“Banks, Relative Performance, and Sequential Contagion”, (with S. Bhattacharya, C.A.E. Goodhart and P. Sunirand), Economic Theory, Vol. 32, Nr. 2, pp. 381-398, 2007.
"Towards a Measure of Financial Fragility", (with O. Aspachs, C.A.E. Goodhart and L. Zicchino), Annals of Finance, 3(1), 37-74, 2007.
"Financial Stability: Theory and Applications", (with C.A.E. Goodhart), Annals of Finance, 3(1), 1-5, 2007.
“A Model to Analyse Financial Fragility”, (with C.A.E. Goodhart and P. Sunirand), Economic Theory , 27 (1), 107-142, 2006.
“ A Time Series Analysis of Financial Fragility in the UK Banking System”, (with C.A.E. Goodhart and P. Sunirand), Annals of Finance , 2 (1), 1-21, 2006 .
“A Risk Assessment Model for Banks”, (with C.A.E. Goodhart and P. Sunirand), Annals of Finance , 1 (2), 197-224, January 2005.
“Procyclicality and the New Basel Accord – Banks' Choice of Loan Rating System”, (with E. Catarineu-Rabell and P. Jackson), Economic Theory , 26 (3), 537-557, 2005.
“A Model to Analyse Financial Fragility: Applications”, (with C.A.E. Goodhart and P. Sunirand), Journal of Financial Stability , 1 (1), 1-35, 2004.
“The Influence of the Olympic Spirit to the Development of Modern Capital and Financial Markets”, IDISEEP 1 st Conference Series , Proceedings, 2004.
“Equilibrium Analysis, Banking, Contagion and Financial Fragility”, Bank of England W.P. Series #175, 2003. (Also, Greek Economic Review , Volume 23(1), 2004.
“Equilibrium Analysis, Banking, and Financial Instability”, Journal of Mathematical Economics , 39 (5-6), 619-655, July 2003.
“E-Barter vs. Fiat Money: Will Central Banks Survive?” (with F. Capie and G. Wood), Bank of England W.P. Series #197, 2003. (Also, in Essays in Economics in Honour of T. Benos. Edited by E. Drandakis, D. Glykopantis, and G Stamatis. Kritiki, forthcoming, 2007).
“ ΕΥΡΩ : Προκλήσεις και Προοπτικές ”, (in Greek) Pemptousia , February 2003.
“International Finance in General Equilibrium”, (with J. Geanakoplos), Research in Economics, 56 (1), 85-142, 2002.
“A Strategic Market Game with Seigniorage Costs of Fiat Money”, (with M. Shubik), Economic Theory , 19 (1), 2002.
“Option Values and Endogenous Uncertainty in ESOPs, MBOs and Asset-Backed Loans”, (with G. Chichilnisky and G.M. Heal), Economics Letters , 48 (3-4), 1995.
“A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold”, (with M. Shubik), Journal of Economics, 55 (2), 1992.
Appendix of “The Transactions Cost of Money”, by M. Shubik and S. Yao , Mathematical Social Sciences , 20 (2), 1990.
Working papers:
"Measures of Systemic Risk and Financial Fragility in Korea", (with J. Han Lee and J. Ryu), April 2012
Analysis of Monetary Policy and Financial Stability: A New Paradigm (with C.A.E. Goodhart and C.Osorio), CESifo Working Paper No. 2885, CESifo Group Munich, 2009.
“International Monetary Equilibrium with Default”, (with U. Peiris), OFRC fe-xx, University of Oxford, Said Business School, 2009.
“Liquidity and Asset Prices”, (with R. Espinoza), OFRC fe-28, University of Oxford, Saïd Business School, 2008.
"Searching for a Metric for Financial Stability", (with O. Aspachs, C.A.E. Goodhart, M. Segoviano and L. Zicchino), LSE FMG Special Paper 167, 2006.
“Debt and Monetary Policy Neutrality, Indeterminacy and Government Finance in a Walrasian Dynamics without Rational Expectations”, (with G. Giraud and C. Rochon), mimeo , University of Oxford , Saïd Business School , 2006.
“On Modelling Endogenous Default”, (with L. Zicchino), OFRC-fe-15 , University of Oxford , Saïd Business School , 2005.
“Book vs. Fair Value Accounting in Banking and Intertemporal Smoothing”, (with X. Freixas), OFRC fe-13 , University of Oxford , Saïd Business School , 2004, (awarded the 2004 Bank Sabatell prize for the best work on the economics of banking).
“Monetary and Regulatory Policy Non-Neutrality and Determinacy of MECBD”, (with V. Arakelian) mimeo, University of Oxford , Said Business School , 2002.
“The Microfoundations of Default in General Equilibrium with Incomplete Markets,” mimeo, Bank of England, 2001.
“A Beginner's Guide to Incomplete Asset Markets, Money and Financial Stability”, mimeo, Bank of England, 2000.
“Lecture Notes on G.E.I., Money and Financial Stability”, Bank of England Intranet Website, 2000.
“The European Persistence of Unemployment and the Phillips Curve Relation”, mimeo , Cowles Foundation for Research in Economics, Yale University , 1994.
Popular Press:
"Αναλογική κατανομή του κόστους της κρίσης”, Interview (in Greek), Επίκαιρα, No53, 21-27 Οκτωβρίου 2010.
"How to restore current account imbalances in a symmetric way", (with C.A.E. Goodhart), www.eurointelligence.com, 24 September, 2010
“Grecja ma problem polityczny, nie ekonomiczny”, (In Polish), parkiet.com, http://www.parkiet.com/artykul/944056.html, 29 June, 2010.
“Grecja ma szansę uciec spod noża”, (In Polish), obserwatorfinansowy.pl
http://www.obserwatorfinansowy.pl/2010/06/07/grecja-ma-szanse-uciec-spod- noza/, 7 June, 2010.
"Interview on the Greek Financial Crisis", (in Greek), Capital.gr
http://www.capital.gr/capitaltv/player.aspx?id=679, 12 April, 2010.
"Interview on the Greek Financial Crisis", (In Greek), ERT Digital, http://www.sbs.ox.ac.uk/newsandevents/videos/Pages/ERTDigital.aspx, 9 April, 2010.
"Dividend Restrictions as Macroprudential Regulation", (with C.A.E. Goodhart, U.M. Peiris and A.P. Vardoulakis), www.voxeu.org, 18 February, 2010.
“The Californian Solution for the Club Med”, Financial Times, http://www.ft.com/cms/s/0/5ef30d32-0925-11df-ba88-00144feabdc0.html, January 24, 2010.
"The Union does not develop enough to withdraw from the stimulus package”,
http://www.obserwatorfinansowy.pl/2010/01/05/unia-nie-rozwija-sie-na-tyle-by-wycofac-sie-z-pakietow-stymulacyjnych/ , January 5, 2010.
“Default and DSGE Models”, (with C.A.E. Goodhart), www.VoxEu.org , 26 November, 2009.
“Μέτρα αποφυγής μελλοντικών κινδύνων καινούριο μοντέλο σκέψης”, Apogevmatini (Sunday Edition), Athens, Greece, 2009.
“Liquidity, Default, and Market Regulation”, (with C.A.E. Goodhart), www.VoxEu.org , 12 November, 2009.
“Η Ελλάδα, η διεθνής οικονομική κρίση και το μέλλον”, (in Greek), Apogevmatini (Sunday Edition), Athens, Greece, 2009.
“Церковная собственность, социальное государство и всемирный финансово-экономический кризис”, (in Russian), научный богословский портал, Moscow, Russia, 04/06/2009.
“Εκκλησιαστική Περιουσία, Κοινωνικό Κράτος και η Παγκόσμια Χρηματοοικονομική Κρίση”, (in Greek), Resalto, Athens, Greece, 2009.
“Making Banking Crisis-Proof”, Mint, New Delhi, India, 2008.
“A Rock in Stormy Seas”, Business at Oxford, Oxford, 2007.
“Betting on the Future…Soon: A Guide to What Derivatives are and How the Market Will Change the Financial Landscape”, International Herald Tribune, Local News Edition, Athens, Greece, 1999.
“Why a Derivatives Market is Good for the Economy”, International Herald Tribune, Local News Edition, Athens, Greece, 1999.
Benefits of the Derivatives: Wise Use of These Instruments Reduces Risk, Gives a Boost to the Economy”, International Herald Tribune, Local News Edition, Athens, Greece, 1999.
“Γνωρίστε τα Μυστικά που Κρύβουν τα Παράγωγα”, (in Greek) Kathimerini, 1999.
“Η Οικονομική Ωφέλεια του Νέου Θεσμού: Αναγκαίοι οι Επαρκείς Ελεγκτικοί Μηχανισμοί”, (In Greek) Kathimerini, 1999.
“Τα Πλεονεκτήματα του Χρηματιστηρίου Παραγώγων”, (in Greek) Kathimerini, 1999.
“Οι Κίνδυνοι του Χρηματιστηρίου Παραγώγων και πως θα τους Αποφύγετε”, (In Greek) Kathimerini, 1999.
“Ποιοί Παράγοντες Επηρεάζουν Καίρια την Τιμή τους”, (in Greek) Kathimerini, 1999.
“Οι Κυριότερες Στρατηγικές των Επενδυτών για Ακόμη Μεγαλύτερες Αποδόσεις”, (In Greek) Kathimerini, 1999.