| Quantify the quantitative easing: Impact on bonds and corporate debt issuance K Todorov Journal of Financial Economics 135 (2), 340-358, 2020 | 181 | 2020 |
| ETFs, illiquid assets, and fire sales JJ Shim, K Todorov | 36 | 2021 |
| The anatomy of bond ETF arbitrage K Todorov | 29 | 2021 |
| When passive funds affect prices: evidence from volatility and commodity ETFs K Todorov Review of Finance 28 (3), 831-863, 2024 | 24* | 2024 |
| What drives repo haircuts? Evidence from the UK market C Julliard, G Pinter, K Todorov, K Yuan Bank of England Working Paper, 2022 | 22 | 2022 |
| Launch of the first US bitcoin ETF: mechanics, impact, and risks K Todorov BIS Quarterly Review 6, 2021 | 20 | 2021 |
| The post-Libor world: a global view from the BIS derivatives statistics W Huang, K Todorov BIS Quarterly Review 5, 19-32, 2022 | 15 | 2022 |
| Crypto carry M Schmeling, A Schrimpf, K Todorov Available at SSRN 4268371, 2023 | 14 | 2023 |
| Exploring the variance risk premium across assets SL Heston, K Todorov Work. Pap., Univ. Maryland, College Park, MD, 2023 | 10 | 2023 |
| Relationship discounts in corporate bond trading S Jurkatis, A Schrimpf, K Todorov, N Vause Bank of England Working Paper, 2023 | 7 | 2023 |
| The cumulant risk premium AS Kyle, K Todorov Bank for International Settlements, Monetary and Economic Department, 2023 | 7 | 2023 |
| Futures-based commodity ETFs when storage is constrained S Aramonte, K Todorov BIS Bulletins, 2021 | 4 | 2021 |
| What could explain the recent drop in VIX? K Todorov, G Vilkov BIS Quarterly Review, 2024 | 3 | 2024 |
| CP and CDs markets: a primer M Aquilina, A Schrimpf, K Todorov BIS Quarterly Review, 63-76, 2023 | 3 | 2023 |
| Shifting landscapes: life insurance and financial stability F Garavito, U Lewrick, T Stastny, K Todorov BIS Quarterly Review, 21, 2024 | 1 | 2024 |
| Staff Working Paper No. 985 What drives repo haircuts? Evidence from the UK market C Julliard, G Pintér, K Todorov, JC Wijnandts, K Yuan | | 2025 |
| ETFs as a disciplinary device K Todorov, E Yegen, Y Chau Available at SSRN, 2024 | | 2024 |
| Anatomy of the VIX spike in August 2024 K Todorov, G Vilkov BIS Bulletins, 2024 | | 2024 |
| Interest rate basis risks in the Libor and RFR worlds W Huang, K Todorov | | 2022 |
Andreas SchrimpfBank for International SettlementsVerified email at bis.org
