Profilbild

Dr. Nataliya Klimenko - Publications

Postdoktorandin Prof. J.-C. Rochet

@oknemilk.ayilatanbf.uzh.ch

Publications Supervised theses

Journal Articles (3)

A Simple Macroeconomic Model with Extreme Financial Frictions
Nataliya Klimenko, Sebastian Pfeil, Jean-Charles Rochet
In: Journal of Mathematical Economics, Vol. 68, p. 92-102, January 2017.


The dynamics of insurance prices
Dominique Henriet, Nataliya Klimenko, Jean-Charles Rochet
In: The Geneva Risk and Insurance Review, Vol. 41 (No. 1), p. 2-18, 2016.


The shadow costs of repos and bank liability structure
Nataliya Klimenko, Santiago Moreno-Bromberg
In: Journal of Economic Dynamics and Control, Vol. 65, p. 1-29, 2016.


Book Chapters (1)

Post-crisis macrofinancial modeling: continuous time approaches
Nataliya Klimenko, Jukka Isohätälä, Alistair Milne
Editor(s): Emmanuel Haven, Philip Molyneux, John Wilson, Sergei Fedotov, Meryem Duygun
In: The Handbook of Post Crisis Financial Modeling, Palgrave Macmillan UK, London, p. 235-282, 2016.


Working Papers (4)

Aggregate Bank Capital and Credit Dynamics
Nataliya Klimenko, Jean-Charles Rochet, Gianni De Nicolo, Sebastian Pfeil
Swiss Finance Instiute Research Paper, No. 16-42, June 2016.


The shadow cost of repos and bank liability structure
Santiago Moreno-Bromberg, Nataliya Klimenko
Swiss Finance Institute Research Paper, No. 15-04, January 2015.


Optimal preventive bank supervision
Mohamed Belhaj, Nataliya Klimenko
AMSE Working Papers, No. 1201, 2012.