Christoffer Kok : Citation Profile


Are you Christoffer Kok?

European Central Bank

15

H index

19

i10 index

1001

Citations

RESEARCH PRODUCTION:

23

Articles

57

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 71
   Journals where Christoffer Kok has often published
   Relations with other researchers
   Recent citing documents: 153.    Total self citations: 39 (3.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko232
   Updated: 2021-11-20    RAS profile: 2021-01-02    
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Relations with other researchers


Works with:

DARRACQ PARIES, Matthieu (8)

Pancaro, Cosimo (7)

Halaj, Grzegorz (6)

Hüser, Anne-Caroline (3)

Żochowski, Dawid (3)

Aldasoro, Iñaki (3)

Covi, Giovanni (3)

Rottner, Matthias (2)

battiston, stefano (2)

Mongelli, Francesco (2)

Ari, Anil (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christoffer Kok.

Is cited by:

Teranishi, Yuki (20)

Halaj, Grzegorz (15)

Bikker, Jacob (15)

DARRACQ PARIES, Matthieu (13)

Fujiwara, Ippei (12)

Vermandel, Gauthier (11)

Belke, Ansgar (11)

Altavilla, Carlo (11)

Beckmann, Joscha (11)

Papadopoulou, Niki (10)

Liberati, Danilo (10)

Cites to:

Berger, Allen (30)

Bikker, Jacob (25)

DARRACQ PARIES, Matthieu (23)

Mester, Loretta (19)

Mendicino, Caterina (18)

Shin, Hyun Song (17)

Halaj, Grzegorz (17)

Van Leuvensteijn, Michiel (15)

Gambacorta, Leonardo (15)

Suarez, Javier (13)

Gertler, Mark (13)

Main data


Where Christoffer Kok has published?


Journals with more than one article published# docs
Financial Stability Review12
Macroprudential Bulletin3
Applied Economics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank30
Occasional Paper Series / European Central Bank6
IMF Working Papers / International Monetary Fund2
Working Papers / Banco de Espaa2
CPB Discussion Paper / CPB Netherlands Bureau for Economic Policy Analysis2

Recent works citing Christoffer Kok (2021 and 2020)


YearTitle of citing document
2021Rating implikowany a koszt finansowania banków notowanych na Gie?dzie Papierów Warto?ciowych w Warszawie. (2021). Lepczyski, Baej ; Borsuk, Marcin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310286.

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2020.

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2021Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2021Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372.

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2020Crisis contagion in the world trade network. (2020). Shepelyansky, Dima L ; Jos'e Lages, ; Coquid, C'Elestin. In: Papers. RePEc:arx:papers:2002.07100.

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2021A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364.

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2021Optimal Network Compression. (2020). Feinstein, Zachary ; Amini, Hamed. In: Papers. RePEc:arx:papers:2008.08733.

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2020A Deep Learning Approach for Dynamic Balance Sheet Stress Testing. (2020). Christophides, Theodoros ; Panousis, Konstantinos P ; Siakoulis, Vassilis ; Petropoulos, Anastasios ; Chatzis, Sotirios. In: Papers. RePEc:arx:papers:2009.11075.

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2020Systemic Risk in Financial Networks: A Survey. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12702.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2021Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Papers. RePEc:arx:papers:2106.14168.

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2020The Impact of Unconventional Monetary Policy Tools on Inflation Rates in the USA. (2020). Lachi, Oualid ; Abdelkader, Abderrahmane ; Houcine, Benlaria. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:628-643.

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2020Informational Switching Costs, Bank Competition and the Cost of Finance. (). Van Doornik, Bernardus ; ORNELAS, JOSE ; da Silva, Marcos Soares ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:512.

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2021Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data. (2021). Rodrigues, Francisco A ; Michalak, Krzysztof ; Silva, Thiago Christiano ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:557.

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2021Should monetary policy lean against the wind in a small-open economy? Revisiting the Tinbergen rule. (2021). de la Pea, Rogelio. In: Working Papers. RePEc:bdm:wpaper:2021-01.

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2020Asymmetric Interest Rate Transmission in an Inflation Targeting Framework: The Case of Colombia. (2020). Galindo, Arturo ; Steiner, Roberto. In: Borradores de Economia. RePEc:bdr:borrec:1138.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: Working papers. RePEc:bfr:banfra:761.

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2021A Prudential trade-off? Leakages and Interactions with Monetary Policy. (2021). Meunier, Baptiste ; Justine, Pedrono. In: Working papers. RePEc:bfr:banfra:805.

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2021Downward Interest Rate Rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:828.

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2020Implications of negative interest rates for the net interest margin and lending of euro area banks. (2020). Klein, Melanie . In: BIS Working Papers. RePEc:bis:biswps:848.

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2021Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923.

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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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2021Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry. (2021). Ponomarenko, Alexey ; Sinyakov, Andrey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps78.

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2020Does a banks business model affect its capital and profitability?. (2020). Vouldis, Angelos ; Farne, Matteo. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12161.

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2020Distress and default contagion in financial networks. (2020). Maria, Luitgard Anna. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:705-737.

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2020Bank funding costs and solvency. (2020). Pancaro, Cosimo ; Żochowski, Dawid ; Arnould, Guillaume . In: Bank of England working papers. RePEc:boe:boeewp:0853.

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2020Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M ; Farmer, Doyne J. In: Bank of England working papers. RePEc:boe:boeewp:0861.

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2021Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Hinterschweiger, Marc ; Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal. In: Bank of England working papers. RePEc:boe:boeewp:0904.

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2021Solvency distress contagion risk: network structure, bank heterogeneity and systemic resilience. (2021). Nahai-Williamson, Paul ; Abduraimova, Kumushoy. In: Bank of England working papers. RePEc:boe:boeewp:0909.

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2020The Aino 3.0 model. (2020). Verona, Fabio ; Silvo, Aino. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_009.

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2021Interest rate pass through in the deposit and loan products provided by Greek banks. (2021). Vlachogiannakis, Nikolaos ; Stavroulakis, Evangelos ; Siakoulis, Vasileios ; Petropoulos, Anastasios ; Lazaris, Panagiotis. In: Working Papers. RePEc:bog:wpaper:287.

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2021On the Limits of Macroprudential Policy. (2021). Kolasa, Marcin ; Marcin, Kolasa. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:281-307:n:6.

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2021Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis. (2021). Swarbrick, Jonathan ; Jonathan, Swarbrick ; Tobias, Blattner. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:1:p:323-368:n:9.

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2020Nonlinear interest rate-setting behaviour of German commercial banks. (2020). Martin, Missong ; Ludwig, Heinzelmann. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:28:n:1.

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2020Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674.

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2021Risk shocks and divergence between the Euro area and the US in the aftermath of the Great Recession. (2021). Tripier, Fabien ; Brand, Thomas. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2101.

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2020The Great Lockdown: pandemic response policies and bank lending conditions. (2020). Burlon, Lorenzo ; Boucinha, Miguel ; Altavilla, Carlo ; Barbiero, Francesca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15298.

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2020Exchange rate shocks in multicurrency interbank markets. (2020). Siklos, Pierre L ; Stefan, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:9220.

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2021Crowding of International Mutual Funds. (2021). Wipplinger, Evert ; Inhoffen, Justus ; Dyakov, Teodor ; Gonzalez, Tanja Artiga. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1937.

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2020Product diversification as a performance boosting strategy? Drivers and impact of diversification strategies in the property-liability insurance industry. (2020). van Beveren, Ilke ; Vanbeveren, Ilke ; Duijm, Patty. In: DNB Working Papers. RePEc:dnb:dnbwpp:677.

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2020Monetary Policy Transmission with Downward Interest Rate Rigidity. (2020). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-6.

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2021Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254.

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2021Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement. (2021). Verona, Fabio ; Vetlov, Igor ; Pisani, Massimiliano ; Papadopoulou, Niki ; Notarpietro, Alessandro ; Lozej, Matija ; Lemoine, Matthieu ; DARRACQ PARIES, Matthieu ; Alvarez, Luis ; Schmoller, Michaela ; Haertel, Thomas ; Cova, Pietro ; Angelini, Elena ; Consolo, Agostino ; Gumiel, Jose Emilio ; Paredes, Joan ; Turunen, Harri ; Ciccarelli, Matteo ; Langenus, Geert ; Dupraz, Stephane ; Montes-Galdon, Carlos ; Kuhl, Michael ; Aldama, Pierre ; Szorfi, Bela ; Christoffel, Kai ; Zhutova, Anastasia ; Zimic, Sreko ; de Walque, Gregory ; Matheron, Julien ; Julio, Paulo ; deWalque, Gregory ; Carroy, Alice ; Warne, Anders ; Kilponen, Juha ; Smadu, Andra ; Marotta, Fulvia ; Hurtado, Samuel ; Damjanovi, Milan ; Berbe
2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2021Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014. (2021). von Landesberger, Julian ; Tapking, Jens ; Linzert, Tobias ; Lemke, Wolfgang ; Altavilla, Carlo ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2021278.

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2021ECB’s economy-wide climate stress test. (2021). Salleo, Carmelo ; Parisi, Laura ; Muoz, Manuel A ; Kouratzoglou, Charalampos ; Kaijser, Michiel ; Hennig, Tristan ; Emambakhsh, Tina ; Dunz, Nepomuk ; Alogoskoufis, Spyros. In: Occasional Paper Series. RePEc:ecb:ecbops:2021281.

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2020Bank funding costs and solvency. (2020). Pancaro, Cosimo ; Żochowski, Dawid ; Arnould, Guillaume. In: Working Paper Series. RePEc:ecb:ecbwps:20202356.

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2020Simulating fire sales in a system of banks and asset managers. (2020). Żochowski, Dawid ; Calimani, Susanna ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20202373.

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2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

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2020The great lockdown: pandemic response policies and bank lending conditions. (2020). Burlon, Lorenzo ; Boucinha, Miguel ; Barbiero, Francesca ; Altavilla, Carlo ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20202465.

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2020Banking euro area stress test model. (2020). Volk, Matjaž ; Kleemann, Michael ; Budnik, Katarzyna ; Balatti, Mirco ; Sienko, Nadeda ; Sarychev, Andrei ; Sanna, Francesco ; Reichenbachas, Tomas ; Gross, Johannes ; Dimitrov, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20202469.

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2020How do banking groups react to macroprudential policies? Cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets. (2020). Marques, Aurea Ponte ; Cappelletti, Giuseppe ; Martin, Diego Vila ; Salleo, Carmelo. In: Working Paper Series. RePEc:ecb:ecbwps:20202497.

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2021LSIs’ exposures to climate change related risks: an approach to assess physical risks. (2021). Pagliari, Maria Sole. In: Working Paper Series. RePEc:ecb:ecbwps:20212517.

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2021On the optimal control of interbank contagion in the euro area banking system. (2021). Kok, Christoffer ; Fukker, Gabor . In: Working Paper Series. RePEc:ecb:ecbwps:20212554.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2021Shock amplification in an interconnected financial system of banks and investment funds. (2021). Fukker, Gabor ; Sydow, Matthias ; Kaijser, Michiel ; Hilberg, Bjorn ; Grassi, Alberto ; Gourdel, Regis ; Gehrend, Max ; Tente, Natalia ; Fiedor, Pawe ; Salakhova, Dilyara ; del Vecchio, Leonardo ; Piquard, Thibaut ; Deipenbrock, Marija ; Montagna, Mattia ; Covi, Giovanni ; Mingarelli, Luca ; Schilte, Aurore ; Kaoudis, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20212581.

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2021Monetary Policy in a Low Interest Rate Environment: Reversal Rate and Risk-Taking. (2021). Leonello, Agnese ; Heider, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212593.

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2020Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks. (2020). Grilli, Ruggero ; Gallegati, Mauro ; Tedeschi, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188918303476.

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2020Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056.

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2020On the credit and exchange rate channels of central bank asset purchases in a monetary union. (2020). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:502-533.

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2020Overcapacities in banking: Measurement, trends and determinants. (2020). Klaus, Benjamin ; Gardo, Sandor. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:819-834.

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2021Winners and losers of central bank foreign exchange interventions. (2021). Viziniuc, Mdlin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:748-767.

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2021Are house prices overvalued in Spain? A regional approach. (2021). MiguelGarcia-Posada, ; Alvarez-Roman, Laura. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000882.

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2020The impact of bank competition and concentration on bank risk-taking behavior and stability: Evidence from GCC countries. (2020). Md-Rus, Rohani ; Saha, Asish ; Ulazeez, Abd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830247x.

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2020Interconnectedness and systemic risk in the US CDS market. (2020). Kanno, Masayasu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940817304047.

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2020Time-frequency co-movements between bank credit supply and economic growth in an emerging market: Does the bank ownership structure matter?. (2020). Athari, Seyed Alireza ; Kirikkaleli, Dervis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301364.

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2020Risk contagion in the banking network: New evidence from China. (2020). Peng, Fei ; Anwar, Sajid ; Li, LI ; Chen, Bing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301704.

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2021Network VAR models to measure financial contagion. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hashem, Shatha Qamhieh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059.

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2021Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach. (2021). Zhang, Ren ; Zeng, Zheng ; Balke, Nathan S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000140.

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2021Macro-stress testing dividend income. Evidence from euro area banks. (2021). Pancaro, Cosimo ; Jarmuzek, Mariusz ; Gross, Christian. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000409.

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2021Global banking: Endogenous competition and risk taking. (2021). Ottaviano, Gianmarco ; Mayer, Maximilian ; Laffitte, Sébastien ; Faia, Ester. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000143.

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2021How much do non-performing loans hinder loan growth in Europe?. (2021). Viren, Matti ; Tolo, Eero. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001264.

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2021Downward interest rate rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001380.

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2021Macroprudential policy coordination in a currency union. (2021). Jia, Pengfei ; Jackson, Timothy ; Agenor, Pierre-Richard. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001409.

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2021The impact of auctions on financing conditions and cost of capital for wind energy projects. (2021). Kitzing, Lena ; Ukan, Mak . In: Energy Policy. RePEc:eee:enepol:v:152:y:2021:i:c:s0301421521000665.

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2020Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012.

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2021Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem. (2021). Thurner, Stefan ; Poledna, Sebastian ; Pichler, Anton. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301121.

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2021Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Silvestri, Laura ; Mahmood, Tahir ; Barucca, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301133.

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2021CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet Ziya ; Covi, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170.

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2021Climate risk and financial stability in the network of banks and investment funds. (2021). Martinez-Jaramillo, Serafin ; Luis , ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000309.

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2021Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486.

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2021Asymmetric volatility connectedness between Islamic stock and commodity markets. (2021). McIver, Ron ; Suleman, Muhammad Tahir ; Kang, Sang Hoon. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100051x.

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2020The cross-border credit channel and lending standards surveys. (2020). Siklos, Pierre L ; Filardo, Andrew J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300901.

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2020Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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2020Does competition enhance the double-bottom-line performance of microfinance institutions?. (2020). Randoy, Trond ; Hasan, Mostafa Monzur ; Galbreath, Jeremy ; Hossain, Shahadat. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300327.

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2020Banking stress test effects on returns and risks. (2020). de Haan, Jakob ; Neretina, Ekaterina ; Sahin, Cenkhan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301096.

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2020Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability. (2020). Mitra, Srobona ; Malik, Sheheryar ; Elekdag, Selim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302119.

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2020Financial liberalization and access to credit in emerging and developing economies: A firm-level empirical investigation. (2020). Gopalan, Sasidaran ; Sasidharan, Subash. In: Journal of Economics and Business. RePEc:eee:jebusi:v:107:y:2020:i:c:s0148619519301055.

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2020The impact of uncertainty on the macro-financial linkage with international financial exposure. (2020). Punzi, Maria Teresa. In: Journal of Economics and Business. RePEc:eee:jebusi:v:110:y:2020:i:c:s0148619519300918.

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2020Bank net worth and frustrated monetary policy. (2020). Zentefis, Alexander K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:687-699.

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2021Centralised or decentralised banking supervision? Evidence from European banks. (2021). Reghezza, Alessio ; Polizzi, Salvatore ; Altunbas, Yener ; Avignone, Giuseppe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302205.

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2021Bank competition and multimarket contact intensity. (2021). Fernández-de-Guevara, Juan ; Cruz-García, Paula ; Maudos, Joaquin ; de Guevara, Juan Fernandez ; Cruz-Garcia, Paula. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620302941.

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2021The Global Financial Cycle and US monetary policy in an interconnected world. (2021). Galesi, Alessandro ; Dees, Stephane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000449.

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2020The diabolical sovereigns/banks risk loop: A VAR quantile design. (2020). Angelini, Eliana ; Foglia, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050.

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2021Multilayer network analysis for improved credit risk prediction. (2021). Bravo, Cristian ; Oskarsdottir, Maria. In: Omega. RePEc:eee:jomega:v:105:y:2021:i:c:s0305048321001298.

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2021.

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2021A network characterization of the interbank exposures in Peru. (2021). Martinez-Jaramillo, Serafin ; Caccioli, Fabio ; Chavez, Diego A ; Rodriguez-Martinez, Anahi ; Cuba, Walter. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000156.

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2021Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Xu, Fuwei ; Su, Zhi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000050.

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2020Risk contagion caused by interactions between credit and guarantee networks. (2020). Chen, Xiaohui ; Li, Liang ; Sui, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316292.

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2020Can government stabilize the housing market? The evidence from South Korea. (2020). Ahn, Kwangwon ; Song, Yena ; Jang, Hanwool. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s037843711932271x.

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2021Systemic risk in the interbank market with overlapping portfolios and cross-ownership of the subordinated debts. (2021). Fan, Hong ; Jiang, Shanshan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307135.

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More than 100 citations found, this list is not complete...

Works by Christoffer Kok:


YearTitleTypeCited
2019Interconnected Banks and Systemically Important Exposures In: Staff Working Papers.
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2019Interconnected banks and systemically important exposures.(2019) In: Working Paper Series.
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2007A new approach to measuring competition in the loan markets of the euro area In: Working Papers.
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2007A new approach to measuring competition in the loan markets of the euro area.(2007) In: DNB Working Papers.
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2007A new approach to measuring competition in the loan markets of the euro area.(2007) In: Working Paper Series.
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2007A new approach to measuring competition in the loan markets of the euro area.(2007) In: CEI Working Paper Series.
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2011A new approach to measuring competition in the loan markets of the euro area.(2011) In: Applied Economics.
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2008Impact of bank competition on the interest rate pass-through in the euro area In: Working Papers.
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2008Impact of bank competition on the interest rate pass-through in the euro area.(2008) In: DNB Working Papers.
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2008Impact of bank competition on the interest rate pass-through in the euro area.(2008) In: Working Paper Series.
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2011Impact of bank competition on the interest rate pass-through in the euro area.(2011) In: Post-Print.
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2013Impact of bank competition on the interest rate pass-through in the euro area.(2013) In: Applied Economics.
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2008Impact of bank competition on the interest rate pass-through in the euro area.(2008) In: Working Papers.
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2012Modelling loans to non-financial corporations in the euro area In: Temi di discussione (Economic working papers).
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2009Modelling loans to non-financial corporations in the euro area.(2009) In: Working Paper Series.
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2020Contagion Accounting In: BIS Working Papers.
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2020Contagion accounting.(2020) In: Bank of England working papers.
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2019Mapping bank securities across euro area sectors: comparing funding and exposure networks In: Bank of England working papers.
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2019Mapping bank securities across euro area sectors: comparing funding and exposure networks.(2019) In: Working Paper Series.
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2008Impact of bank competition on the interest rate pass-through in the euro area In: CPB Discussion Paper.
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2007A new approach to measuring competition in the loan markets of the Euro area. In: CPB Discussion Paper.
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2018Using large exposure data to gauge the systemic importance of SSM significant institutions In: Macroprudential Bulletin.
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2019The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test In: Macroprudential Bulletin.
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2020Enhancing macroprudential space when interest rates are “low for long” In: Macroprudential Bulletin.
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2009Housing finance in the euro area In: Occasional Paper Series.
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2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
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2014The impact of regulating occupational pensions in Europe on investment and financial stability In: Occasional Paper Series.
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2018Systemic liquidity concept, measurement and macroprudential instruments In: Occasional Paper Series.
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2019The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision In: Occasional Paper Series.
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2019The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision.(2019) In: Working Papers.
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2020Cross-border spillover effects of macroprudential policies: a conceptual framework In: Occasional Paper Series.
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2006Bank interest rate pass-through in the euro area: a cross country comparison In: Working Paper Series.
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2006Euro area banking sector integration: using hierarchical cluster analysis techniques In: Working Paper Series.
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2007The dynamics of bank spreads and financial structure In: Working Paper Series.
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2014The Dynamics of Bank Spreads and Financial Structure.(2014) In: Quarterly Journal of Finance (QJF).
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2007Mortgage interest rate dispersion in the euro area In: Working Paper Series.
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2010Do bank loans and credit standards have an effect on output? A panel approach for the euro area In: Working Paper Series.
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2010Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area In: Working Paper Series.
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2011Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area.(2011) In: International Journal of Central Banking.
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2010The impact of supply constraints on bank lending in the euro area - crisis induced crunching? In: Working Paper Series.
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2013Assessing interbank contagion using simulated networks In: Working Paper Series.
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2013Assessing interbank contagion using simulated networks.(2013) In: Computational Management Science.
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2013Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR In: Working Paper Series.
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2013Bank reactions after capital shortfalls In: Working Paper Series.
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2013Bank reactions after capital shortfalls.(2013) In: Working Paper Research.
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2014Modeling emergence of the interbank networks In: Working Paper Series.
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2015Modelling the emergence of the interbank networks.(2015) In: Quantitative Finance.
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2016The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model In: Working Paper Series.
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2016Bank capital structure and the credit channel of central bank asset purchases In: Working Paper Series.
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2016Multi-layered interbank model for assessing systemic risk In: Working Paper Series.
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2013Multi-layered interbank model for assessing systemic risk.(2013) In: Kiel Working Papers.
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2017The systemic implications of bail-in: a multi-layered network approach In: Working Paper Series.
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2018The systemic implications of bail-in: A multi-layered network approach.(2018) In: Journal of Financial Stability.
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2017A stochastic forward-looking model to assess the profitability and solvency of European insurers In: Working Paper Series.
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2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: ICIR Working Paper Series.
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2017Macro stress testing euro area banks fees and commissions In: Working Paper Series.
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2019Macro stress testing euro area banks’ fees and commissions.(2019) In: Journal of International Financial Markets, Institutions and Money.
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2017Do stress tests matter? Evidence from the 2014 and 2016 stress tests In: Working Paper Series.
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2019Leaning against the wind: macroprudential policy and the financial cycle In: Working Paper Series.
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2019CoMap: mapping contagion in the euro area banking sector In: Working Paper Series.
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2019CoMap: Mapping Contagion in the Euro Area Banking Sector.(2019) In: IMF Working Papers.
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2019Macroprudential policy in a monetary union with cross-border banking In: Working Paper Series.
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2020Macroprudential policy measures: macroeconomic impact and interaction with monetary policy In: Working Paper Series.
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2020Reversal interest rate and macroprudential policy In: Working Paper Series.
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2013Exploring the Nexus between Macro-Prudential Policies and Monetary Policy Measures In: Financial Stability Review.
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2013Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks In: Financial Stability Review.
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2014Recent Experience of European Countries with Macro-Prudential Policy In: Financial Stability Review.
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2015Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors In: Financial Stability Review.
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2015Euro area insurers and the low interest rate environment In: Financial Stability Review.
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2015Quantifying the Policy Mix in a Monetary Union with National Macroprudential Policies In: Financial Stability Review.
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2016Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis In: Financial Stability Review.
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2016Recent Trends in Euro Area Banks Business Models and Implications for Banking Sector Stability In: Financial Stability Review.
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2016Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income In: Financial Stability Review.
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2018How can euro area banks reach sustainable profitability in the future? In: Financial Stability Review.
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2019Macroprudential space and current policy trade-offs in the euro area In: Financial Stability Review.
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2020Financial stability considerations arising from the interaction of coronavirus-related policy measures In: Financial Stability Review.
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2017Competition and contestability in bank retail markets In: Chapters.
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2017Shadow Banking and Market Discipline on Traditional Banks In: IMF Working Papers.
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