|
Prof.univ.dr.habil. Simona Nistor
Strada Teodor Mihali, Nr. 58-60
Campus FSEGA
400591, Cluj-Napoca, Romania
Tel: +40 264 418 652/3/4/5
Fax: +40 264 412 570
Int: 5855 Birou: 337
|
SSRN profile
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2340002
Research interests
Banking: Systemic risk, Bank bailouts, Banking regulation, Cross-border banking
Financial econometrics: Value at Risk estimation, Systemic risk models
Working papers
Berger, A. N., Nistor, S., Ongena, S. R. G., Tsyplakov, S., 2024. Do “Too-Big-To-Fail” banks receive preferential treatment in bailouts? Surprising results from a cross-country analysis. Swiss Finance Institute Research Paper No. 24-11.
Publications (selected)
Berger, A.N., Nistor, S., Ongena, S., Tsyplakov, S. (2025). Catch, restrict, and release: The real story of bank bailouts. Review of Corporate Finance Studies. Forthcoming.
Farcas, I.G., Nistor, S. (2025). Does national culture affect macroprudential policy? An international investigation of regulatory behavior on macroprudential interventions. Journal of Behavioral and Experimental Finance, 45: 101018.
Korzeb, Z., Nistor, S., Niedziółka, P. (2023). Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. Journal of International Financial Markets, Institutions & Money, 89: 101857.
Farcas, I.G., Nistor, S. (2023). The impact of culture on government interventions in the banking sector. Economic Modelling, 129: 106518.
Nistor, S., Ongena, S. (2023). The impact of policy interventions on systemic risk across banks. Journal of Financial Services Research, 64: 155–206.
Andries, A.M., Nistor, S., Sprincean, N. (2020). The impact of central bank transparency on systemic risk. Evidence from Central and Eastern Europe. Research in International Business and Finance, 51: 100921.
Andries, A.M., Nistor, S., Ongena, S., Sprincean, N. (2020). On Becoming an O-SII ('Other Systemically Important Institution'). Journal of Banking and Finance, 111: 105723.
Masca, S.G., Nistor, S., Vaidean, V.L. (2019). Do government arrangements matter for CEE countries’ growth? A two-piece puzzle perspective. Applied Economics Letters, 26(19): 1612-1626.
Andries, A.M., Capraru, S.B., Nistor, S. (2018). Corporate governance and efficiency in banking: Evidence from emerging economies. Applied Economics, 50(34-35): 3812-3832.
Andries, A.M., Nistor S. (2018). Systemic risk and foreign currency positions of banks: Evidence from Emerging Europe. Eastern European Economics, 56(5): 382-421.
Mera, V., Nistor, S., Silaghi, M.I. (2018). Is education important in assessing the impact of institutions on economic growth in emerging economies? Applied Economics, 50(34-35): 3840-3854.
Andries, A.M., Melnic, F., Nistor, S. (2018). Effects of macroprudential policy on systemic risk and bank risk taking. Czech Journal of Economics and Finance, 68(3): 202-244.
Andrieș, A.M., Ieșan-Muntean, F., Nistor, S. (2016). The effectiveness of policy interventions in CEE countries. Eastern Journal of European Studies, 7(1): 93-124.
Andries, A.M., Nistor S. (2016). Systemic risk, corporate governance and regulation of banks across emerging countries. Economics Letters, 144: 59-63.
Policy papers
Nistor, S., Ongena, S. (2024). Bank Capital Requirements: Why, How High, Increasing them, Alternatives? SFI Public Discussion Note, 2024 (presented at the event "Bank Regulation: Exploring Capital Requirements and Beyond", 5 Nov. 2024, Zürich, Switzerland). Available at: https://www.sfi.ch/en/publications/bank-capital-requirements
Conference presentations
IRMC, 17th edition, June 24-25, 2024, Milan, Italy
ERMAS, 9th edition, July 24-27, 2024, Cluj-Napoca, Romania
IRMC, 16th edition, July 6-7, 2023, Florence, Italy
ERMAS, 8th edition, July 25-27, 2022, Cluj-Napoca, Romania
EEFS, 17th edition, June 23-26, 2021, London, UK
AFFI, 37th edition, May 26-28, 2021, Nantes, France
ERMAS, 7th edition, July 28-30, 2021, Sibiu, Romania
EUFIRE, 7th edition, May 15th, 2021, Iasi, Romania
ERMAS, 5th edition, July 25-27, 2018, Iasi, Romania
IRMBAM 9th edition, July 5-7, 2018, Nice, France
IFABS Annual Conference, June 30-July 2, 2018, Porto, Portugal
EEFS 17th Annual Conference, June 21-24, 2018, London, UK
IRMC 11th Annual Conference, June 7-9, 2018, Paris, France
EUFIRE, May 18-19, 2018, Iasi, Romania
ERMAS, 4th edition, July 26-28, 2017, Cluj-Napoca, Romania
MFS 24th Annual Conference, June 25-28, 2017, Bucharest, Romania
EEFS 16th Annual Conference, June 22-25, 2017, Ljubljana, Slovenia
INFINITI Conference on International Finance, 15th edition, June 12-13, 2017, Valencia, Spain
INFER Annual Conference, 19th edition, June 7-9, 2017, Bordeaux, France
ASF, 3rd edition, May 25, 2017, Bucharest, Romania
EUFIRE, May 18-20, 2017, Iasi, Romania
INFER Workshop, 3rd edition, April 20-21, 2017, Cluj-Napoca, Romania
ERMAS, 3rd edition, August 1-3, 2016, Timisoara, Romania
EEFS, 15th edition, June 16-19, 2016, Amsterdam, Netherlands
FEBS 6th edition, June 10-12, 2016, Malaga, Spain
ASF, 2nd edition, June 2-3, 2016, Bucharest, Romania
FI BA 14th edition, March 23-25, 2016, Bucharest, Romania
MFS 22th Annual Conference, June 28 - July 1, 2015, Halkidiki, Greece
FEBS 5th edition, June 11-13, 2015, Nantes, France
FI BA 13th edition, March 25-27, 2015, Bucharest, Romania
CERGE Workshop, Charles University of Prague, August 19-20, 2014, Czech Republic
FI BA 11th edition, March 28-29, 2013, Bucharest, Romania
FWPO, Nov. 22-23, 2013, Cluj-Napoca, Romania
International Workshop on Risk, Uncertainty, and Strategy in Markets and Games: Theory and Empirics, Feb. 18-19, 2013, Cluj-Napoca, Romania
INFER Workshop, Nov. 9-10, 2012, Cluj-Napoca
GEBA 6th edition, Oct. 18-20, 2012, Iaşi, Romania
GEBA 5th edition, Oct. 20-22, 2011, Iaşi, Romania
Finance and Banking 13th edition, Oct. 12-13, 2011, Ostrava, Czech Republic
GEBA 4th edition, Oct. 22-23, 2010, Iaşi, Romania
Financial Trends in the Global Economy, Nov. 13-14, 2009, Cluj-Napoca
Invitations to present research seminars
04.02.2021: Bucharest Economic Analysis and Research Seminar, National Bank of Romania, Bucharest, Romania
28.01.2021: Cluj Economics Business Series Seminar, Babeş-Bolyai University, Cluj-Napoca, Romania
09.11.2016: Business Research Seminar of The University of Tübingen, Germany
31.10.2013: Cluj Economics Business Series Seminar, Babeş-Bolyai University, Cluj-Napoca, Romania
01.10.2013: Research seminar of Laboratoire d'Economie d'Orléans, Université d’Orléans, Orléans, France
Journal reviewer
Applied Economics Letters
Comparative Economics Studies
Eastern European Economics
Economic Modelling
Economics Analysis and Policy
Finance Research Letters
International Journal of Central Banking
International Journal of Finance & Economics
International Journal of Financial Economics
International Journal of Financial Studies
International Review of Financial Analysis
Journal of Applied Economics
Journal of Banking & Finance
Journal of Economic Behavior and Organization
Journal of Financial Services Research
Journal of Financial Stability
Journal of International Financial Markets, Institutions and Money
Multinational Finance Journal
Research in International Business and Finance
Socio-Economic Planning Sciences
|
Lista publicatiilor
Lista proiectelor de cercetare
Research grant Bailouts and Financial Stability (BaFinS) Pozitia: Coordinator Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 01.01.2021-30.12.2022
|
Research grant Household Saving Behavior - A Socio-Economic Investigation from Households, Banks and Regulators Perspective (SAVEBEHAVE) Pozitia: Experienced researcher Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 15.02.2021-30.12.2023
|
Research grant The Nexus of Financial Access and Financial Stability: The Role of Financial Infrastructure (FAS-FI) Pozitia: Experienced researcher Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 01.06.2018-30.05.2020
|
Research grant Decision support solution for risk management and customer attrition for a private bank (Bridge-Grant-2016-0676) Pozitia: Postdoctoral researcher Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 24.11.2016-23.11.2018
|
Research grant Banking risk and financial stability in emerging Economies: The role of governance and regulation (BRiFiS) Pozitia: Postdoctoral researcher Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 01.11.2015-30.10.2017
|
Research grant How banking competition, efficiency and stability evolve during the crisis in Europe: An Agent – Principal Approach (BANK-CES) Pozitia: Postdoctoral researcher Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 01.11.2015-30.10.2017
|
Research grant The impact of liquidity risk on systemic risk Pozitia: Postdoctoral researcher Finantator: POSDRU 159/1.5/S/142115 Perioada de desfasurare: 20.06.2014 - 20.09.2015
|
Research grant Modelling endogenous growth and the macroeconomic policy mix in Romania and other emergent countries from Central and Eastern Europe Pozitia: Research assistant Finantator: Romanian National Authority for Scientific Research and Innovation Perioada de desfasurare: 01.11.2012 – 30.10.2013
|
Research grant Contagion spillovers in the European banking sector. A macroprudential CoVaR approach Pozitia: Principal investigator Finantator: CERGE GDN (Global Development Network) Perioada de desfasurare: 01.01.2014 - 31.12.2014
|
|