| Measuring Investors' RIsk Appetite P Gai, N Vause International Journal of Central Banking 2 (1), 167-188, 2006 | 200 | 2006 |
| Collateral requirements for mandatory central clearing of over-the-counter derivatives D Heller, N Vause BIS working paper, 2012 | 119 | 2012 |
| An investigation into the procyclicality of risk-based initial margin models D Murphy, M Vasios, N Vause Bank of England Financial Stability Paper, 2014 | 104 | 2014 |
| Financial innovation: what have we learnt? N Jenkinson, A Penalver, N Vause Bank of England Quarterly Bulletin, Q3, 2008 | 82 | 2008 |
| Counterparty risk and contract volumes in the credit default swap market N Vause BIS Quarterly Review, December, 2010 | 63 | 2010 |
| A comparative analysis of tools to limit the procyclicality of initial margin requirements D Murphy, M Vasios, N Vause Bank of England working paper, 2016 | 61 | 2016 |
| Risk appetite: concept and measurement P Gai, N Vause Financial Stability Review 17, 127-136, 2004 | 45 | 2004 |
| Judgment day: Algorithmic trading around the Swiss franc cap removal F Breedon, L Chen, A Ranaldo, N Vause Journal of International Economics 140, 103713, 2023 | 28 | 2023 |
| Systemic risk in derivatives markets: a pilot study using CDS data R Ali, N Vause, F Zikes Bank of England Financial Stability Paper, 2016 | 26 | 2016 |
| Expansion of central clearing D Heller, N Vause BIS Quarterly Review, June, 2011 | 20 | 2011 |
| Procyclicality, collateral values and financial stability P Gai, P Kondor, N Vause Bank of England working paper, 2006 | 15 | 2006 |
| Simulating liquidity stress in the derivatives market M Bardoscia, G Ferrara, N Vause, M Yoganayagam Journal of Economic Dynamics and Control 133, 104215, 2021 | 14 | 2021 |
| A cost–benefit analysis of anti-procyclicality: analyzing approaches to procyclicality reduction in central counterparty initial margin models D Murphy, N Vause Journal of Financial Market Infrastructures 9 (4), 2021 | 14* | 2021 |
| Euro area sovereign crisis drives global financial markets N Vause, G von Peter BIS Quarterly Review, December, 1-14, 2011 | 14 | 2011 |
| The Impact of Solvency II Regulations on Life Insurers' Investment Behaviour G Douglas, J Noss, N Vause Bank of England Working Paper, 2017 | 13 | 2017 |
| Highlights of the BIS international statistics S Avdjiev, C Upper, N Vause BIS Quarterly Review 11, 2011 | 11 | 2011 |
| Credit correlation: interpretation and risks T Belsham, N Vause, S Wells Bank of England Financial Stability Review 19, 103-15, 2005 | 9 | 2005 |
| Macroprudential margins: a new countercyclical tool? C O'Neill, N Vause Bank of England Working Paper, 2018 | 8 | 2018 |
| Full payment algorithm M Bardoscia, G Ferrara, N Vause, M Yoganayagam Available at SSRN 3344580, 2019 | 6 | 2019 |
| Sovereign debt workouts with the IMF as delegated monitor-a common agency approach P Gai, N Vause Bank of England Working Paper, 2003 | 6 | 2003 |
David MurphyLondon School of Economics and Political Science在 rivast.com 的电子邮件经过验证
