Christoffer Kok : Citation Profile

European Central Bank

19

H index

30

i10 index

1639

Citations

RESEARCH PRODUCTION:

30

Articles

60

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 91
   Journals where Christoffer Kok has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 47 (2.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko232
   Updated: 2025-03-22    RAS profile: 2024-11-06    
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Relations with other researchers

Works with:

DARRACQ PARIES, Matthieu (6)

Aldasoro, Iñaki (4)

Pancaro, Cosimo (4)

Ongena, Steven (3)

Nikolov, Kalin (3)

Müller, Carola (3)

Mazelis, Falk (2)

Karadi, Peter (2)

Rottner, Matthias (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 (23)

DARRACQ PARIES, Matthieu (19)

Signoretti, Federico (18)

Halaj, Grzegorz (18)

Nikolov, Kalin (18)

Farmer, J. (17)

Covi, Giovanni (17)

Fujiwara, Ippei (15)

Agénor, Pierre-Richard (14)

Galati, Gabriele (14)

Altavilla, Carlo (14)

Cites to:

DARRACQ PARIES, Matthieu (32)

Shin, Hyun Song (27)

battiston, stefano (26)

Halaj, Grzegorz (26)

Berger, Allen (24)

Gambacorta, Leonardo (24)

Mendicino, Caterina (23)

Peydro, Jose-Luis (23)

Bernanke, Ben (22)

Gertler, Mark (21)

Shleifer, Andrei (20)

Main data

Production by document typechapterarticlepaper2006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2006200720082009201020112012201320142015201620172018201920202021202220232024050100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20062007200820092010201120122013201420152016201720182019202020212022202320240200400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 19Most cited documents1234567891011121314151617181920210100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Christoffer Kok has published?

Journals with more than one article published# docs
Financial Stability Review12
Journal of Financial Stability3
Macroprudential Bulletin3
Journal of Economic Dynamics and Control2
International Journal of Central Banking2
Applied Economics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank33
Occasional Paper Series / European Central Bank8
IMF Working Papers / International Monetary Fund2
Working Papers / Banco de Espa�a2

Recent works citing Christoffer Kok (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2024When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

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2024.

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2025Monetary Policy and Life Insurance Profitability: Bancassurances Edge in a Low-Yield World. (2025). Perez, Pablo Aguilar. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-8.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Shaw, Frances ; Poblacion, Francisco Javier ; Metzler, Julian ; le Grand, Catherine ; Chalf, Yasmine ; Konietschke, Paul ; Trachana, Zoe ; Figueres, Juan Manuel ; Ortl, Aljosa ; Durrani, Agha ; Georgescu, Oana-Maria ; Grassi, Alberto ; Franch, Fabio ; Giglio, Carla ; Sydow, Matthias ; Marques, Aurea Ponte ; Gross, Johannes ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2024A new measure of firm-level competition: an application to euro area banks. (2024). Van Leuvensteijn, Michiel ; de Bondt, Gabe ; Huljak, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242925.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2024Determinants of bank performance: evidence from replicating portfolios. (2024). Burlon, Lorenzo ; Begenau, Juliane ; Hunnekes, Franziska ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20242937.

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2024Exploring social networks through stochastic multilayer graph modeling. (2024). Rezvanian, Alireza ; Meybodi, Mohammad Reza ; Daliri, Mohammad Mehdi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003163.

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2024Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312.

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2024Can housing booms elevate financing costs of financial institutions?. (2024). ZHANG, SHUOXUN ; Ma, Chao. In: Journal of Development Economics. RePEc:eee:deveco:v:167:y:2024:i:c:s0304387823001864.

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2024Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2024). Reale, Jessica. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000149.

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2024The empirical performance of the financial accelerator since 2008. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001192.

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2024The effects of the EBAs stress testing framework on banks lending. (2024). Calice, Giovanni ; Ahmed, Kasim. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004364.

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2024Decoding market reactions: The certification role of EU-wide stress tests. (2024). Ongena, Steven ; Marques, Aurea ; Durrani, Agha. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001858.

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2024Deposit competition and effectiveness of bank capital requirements. (2024). Han, Ruoning ; Muyeed, Ahadul Kabir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001414.

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2024International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework. (2024). Beaupain, Renaud ; Braouezec, Yann. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005410.

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2024Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501.

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2024The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2024Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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2024Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135.

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2024Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147.

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2024Modelling fire sale contagion across banks and non-banks. (2024). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160.

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2024Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Kaoudis, Georgios ; Schilte, Aurore ; Kaijser, Michiel ; Sydow, Matthias ; Hilberg, Bjorn ; Grassi, Alberto ; Gourdel, Regis ; Gehrend, Max ; Tente, Natalia ; Fukker, Gabor ; Salakhova, Dilyara ; Fiedor, Pawel ; Piquard, Thibaut ; Montagna, Mattia ; Deipenbrock, Marija ; Mingarelli, Luca. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196.

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Desirable banking competition and stability. (2024). Benchimol, Jonathan ; Bozou, Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000512.

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2024The impact of capital on bank profitability during the COVID-19 pandemic. (2024). Helmi, Mohamad Husam ; Alkhazali, Osamah ; Saad, Mohsen ; Mirzaei, Ali. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000668.

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2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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2024Modeling your stress away. (2024). Stebunovs, Viktors ; Niepmann, Friederike. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002327.

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2025Macroprudential policy spillovers in international banking groups. Beggar-thy-neighbour and the role of internal capital markets. (2025). Marques, Aurea Ponte ; Martn, Diego Vila ; Salleo, Carmelo ; Cappelletti, Giuseppe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002632.

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2024Capital inflow liberalization and bank credit risk. (2024). Andrikopoulos, Athanasios ; Chen, Zhongfei ; Li, Kexin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000342.

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2024Stress testing climate risk: A network-based analysis of the Chinese banking system. (2024). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Dai, Peng-Fei ; Li, Tai-Min ; Xu, Hai-Chuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001943.

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2024The magnifying role of the banking sector during depressions. (2024). Maria, José ; Julio, Paulo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000691.

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2024A bank-level analysis of interest rate pass-through in South Africa. (2024). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000545.

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2024Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2024-10.

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2024Desirable banking competition and stability. (2024). Bozou, Caroline ; Benchimol, Jonathan. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:emse-04624985.

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2024Desirable banking competition and stability. (2024). Benchimol, Jonathan ; Bozou, Caroline. In: Post-Print. RePEc:hal:journl:emse-04624985.

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2024Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Pallante, Gianluca ; Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2024/08.

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2024Macrofinancial Effects of the Output Floor in Euro Area Banking System.. (2024). Roussel, Corentin. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-18.

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Works by Christoffer Kok:

Year  ↓Title  ↓Type  ↓Cited  ↓
2019Interconnected Banks and Systemically Important Exposures In: Staff Working Papers.
[Full Text][Citation analysis]		paper21
2019Interconnected banks and systemically important exposures.(2019) In: Working Paper Series.
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2021Interconnected banks and systemically important exposures.(2021) In: Journal of Economic Dynamics and Control.
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2007A new approach to measuring competition in the loan markets of the euro area In: Working Papers.
[Full Text][Citation analysis]		paper139
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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This paper has nother version. Agregated cites: 139		article
2008Impact of bank competition on the interest rate pass-through in the euro area In: Working Papers.
[Full Text][Citation analysis]		paper176
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).
[Full Text][Citation analysis]		paper14
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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2020Contagion accounting.(2020) In: Working Paper Series.
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2019Mapping bank securities across euro area sectors: comparing funding and exposure networks In: Bank of England working papers.
[Full Text][Citation analysis]		paper8
2019Mapping bank securities across euro area sectors: comparing funding and exposure networks.(2019) In: Working Paper Series.
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2022The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper13
2021The disciplining effect of supervisory scrutiny in the EU-wide stress test.(2021) In: Working Paper Series.
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2023The disciplining effect of supervisory scrutiny in the EU-wide stress test.(2023) In: Journal of Financial Intermediation.
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This paper has nother version. Agregated cites: 13		article
2018Using large exposure data to gauge the systemic importance of SSM significant institutions In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article3
2019The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article1
2020Enhancing macroprudential space when interest rates are “low for long” In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article5
2009Housing finance in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper7
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
[Full Text][Citation analysis]		paper38
2014The impact of regulating occupational pensions in Europe on investment and financial stability In: Occasional Paper Series.
[Full Text][Citation analysis]		paper3
2018Systemic liquidity concept, measurement and macroprudential instruments In: Occasional Paper Series.
[Full Text][Citation analysis]		paper0
2019The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision In: Occasional Paper Series.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]		paper5
2021The ECB’s price stability framework: past experience, and current and future challenges In: Occasional Paper Series.
[Full Text][Citation analysis]		paper19
2022A tale of three crises: synergies between ECB tasks In: Occasional Paper Series.
[Full Text][Citation analysis]		paper1
2006Bank interest rate pass-through in the euro area: a cross country comparison In: Working Paper Series.
[Full Text][Citation analysis]		paper190
2006Euro area banking sector integration: using hierarchical cluster analysis techniques In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2007The dynamics of bank spreads and financial structure In: Working Paper Series.
[Full Text][Citation analysis]		paper97
2014The Dynamics of Bank Spreads and Financial Structure.(2014) In: Quarterly Journal of Finance (QJF).
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This paper has nother version. Agregated cites: 97		article
2007Mortgage interest rate dispersion in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper28
2010Do bank loans and credit standards have an effect on output? A panel approach for the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper52
2010Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper165
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.
[Full Text][Citation analysis]		paper65
2013Assessing interbank contagion using simulated networks In: Working Paper Series.
[Full Text][Citation analysis]		paper86
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.
[Full Text][Citation analysis]		paper43
2013Bank reactions after capital shortfalls In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2013Bank reactions after capital shortfalls.(2013) In: Working Paper Research.
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2014Modeling emergence of the interbank networks In: Working Paper Series.
[Full Text][Citation analysis]		paper55
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.
[Full Text][Citation analysis]		paper22
2016Bank capital structure and the credit channel of central bank asset purchases In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2016When shadows grow longer: shadow banking with endogenous entry In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2016Multi-layered interbank model for assessing systemic risk In: Working Paper Series.
[Full Text][Citation analysis]		paper93
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.
[Full Text][Citation analysis]		paper39
2018The systemic implications of bail-in: A multi-layered network approach.(2018) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 39		article
2017A stochastic forward-looking model to assess the profitability and solvency of European insurers In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: ICIR Working Paper Series.
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2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: SAFE Working Paper Series.
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2017Macro stress testing euro area banks fees and commissions In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2019Macro stress testing euro area banks’ fees and commissions.(2019) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 11		article
2017Do stress tests matter? Evidence from the 2014 and 2016 stress tests In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2019Leaning against the wind: macroprudential policy and the financial cycle In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2019CoMap: mapping contagion in the euro area banking sector In: Working Paper Series.
[Full Text][Citation analysis]		paper20
2021CoMap: Mapping Contagion in the Euro Area Banking Sector.(2021) In: Journal of Financial Stability.
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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.
[Full Text][Citation analysis]		paper17
2020Macroprudential policy measures: macroeconomic impact and interaction with monetary policy In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2020Reversal interest rate and macroprudential policy In: Working Paper Series.
[Full Text][Citation analysis]		paper21
2023Reversal interest rate and macroprudential policy.(2023) In: European Economic Review.
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2021Reversal interest rate and macroprudential policy.(2021) In: Discussion Papers.
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2021On the optimal control of interbank contagion in the euro area banking system In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2024On the optimal control of interbank contagion in the euro area banking system.(2024) In: Journal of Financial Stability.
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