Christoffer Kok : Citation Profile


Are you Christoffer Kok?

European Central Bank

14

H index

17

i10 index

751

Citations

RESEARCH PRODUCTION:

7

Articles

41

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2006 - 2018). See details.
   Cites by year: 62
   Journals where Christoffer Kok has often published
   Relations with other researchers
   Recent citing documents: 119.    Total self citations: 24 (3.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko232
   Updated: 2020-01-25    RAS profile: 2018-06-29    
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Relations with other researchers


Works with:

Halaj, Grzegorz (5)

DARRACQ PARIES, Matthieu (4)

Pancaro, Cosimo (4)

Żochowski, Dawid (3)

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 (19)

Halaj, Grzegorz (15)

Bikker, Jacob (14)

Vermandel, Gauthier (11)

Beckmann, Joscha (11)

DARRACQ PARIES, Matthieu (11)

Belke, Ansgar (11)

Fujiwara, Ippei (11)

Verheyen, Florian (9)

de Vries-van Ewijk, Saskia (8)

Aldasoro, Iñaki (8)

Cites to:

Bikker, Jacob (17)

Berger, Allen (16)

Gambacorta, Leonardo (13)

Pesaran, M (11)

Gropp, Reint (11)

Gertler, Mark (11)

Bernanke, Ben (10)

Halaj, Grzegorz (10)

Manganelli, Simone (10)

Smets, Frank (10)

Mester, Loretta (10)

Main data


Where Christoffer Kok has published?


Journals with more than one article published# docs
Applied Economics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank22
Occasional Paper Series / European Central Bank2
Working Papers / Banco de Espaa2

Recent works citing Christoffer Kok (2019 and 2018)


YearTitle of citing document
2019Obligations with Physical Delivery in a Multi-Layered Financial Network. (2019). Feinstein, Zachary. In: Papers. RePEc:arx:papers:1702.07936.

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2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (2018). Wildman, Mackenzie ; Sturm, Stephan ; Schaanning, Eric ; Rudloff, Birgit ; Pang, Weijie ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1708.01561.

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

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2018Optimization of Fire Sales and Borrowing in Systemic Risk. (2018). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:1802.04232.

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2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano. In: Papers. RePEc:arx:papers:1806.06941.

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2019Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing. (2019). Dias, David ; Rojas, Helder. In: Papers. RePEc:arx:papers:1809.07401.

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2019Pricing 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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2019A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula. (2019). Infante, Jose Arturo ; Cherchali, Adel ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:1908.00811.

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2019Mathematical Modeling of Systemic Risk in Financial Networks: Managing Default Contagion and Fire Sales. (2019). Ritter, Daniel. In: Papers. RePEc:arx:papers:1911.07313.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:504.

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2018The impact of the interest rate level on bank profitability and balance sheet structure. (2018). Perez, Alejandro Ferrer ; Montes, Carlos Perez. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2018:i:11:n:6.

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2019As long as the bank gains: expanding the retail distribution activity. (2019). Liberati, Danilo ; Vercelli, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_510_19.

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2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

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2019A profit elasticity approach to measure banking competition in Italian credit markets. (2019). del Prete, Silvia ; Benvenuti, Michele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1237_19.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:723.

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2018Euro area unconventional monetary policy and bank resilience. (2018). mamatzakis, emmanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:754.

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2019Measuring contagion risk in international banking. (2019). Giudici, Paolo ; Avdjiev, Stefan ; Spelta, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:796.

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2018Review of the Bank of Russia – IMF Workshop Recent Developments in Macroprudential Stress Testing. (2018). Danilova, Elizaveta ; Shevchuk, Ivan ; Rumyantsev, Evgeny . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83.

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2019Forecasting the Net Interest Margin and Loan Loss Provision Ratio of Banks in Various Economic Scenarios: Evidence from Poland. (2019). Borsuk, Marcin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:89-106.

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2019Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks. (2019). Cotter, John ; Conlon, Thomas. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:57:y:2019:i:4:p:857-876.

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2019Do Negative Interest Rates Affect Bank Risk-Taking?. (2019). Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:19012.

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2019Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0795.

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2018A combined statistical framework for forecasting default rates of Greek Financial Institutions credit portfolios. (2018). Petropoulos, Anastasios ; Klamargias, Aristotelis ; Mylonas, Dionysios ; Siakoulis, Vasilis . In: Working Papers. RePEc:bog:wpaper:243.

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2018Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2018). Demertzis, Maria ; Agur, Itai. In: Working Papers. RePEc:bre:wpaper:23907.

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2018Interest Rates. (2018). Babecký, Jan ; Audzei, Volha ; Hlavacek, Michal ; Broz, Vaclav ; Kucera, Adam ; Komarkova, Zlatuse ; Dvorak, Michal ; Vlcek, Jan ; Hledik, Tibor ; Franta, Michal. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb16/2.

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2018What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? A Bank-level Analysis. (2018). Hlaváček, Michal ; Brož, Václav ; Broz, Vaclav. In: Working Papers. RePEc:cnb:wpaper:2018/6.

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2018Can we measure banking sector competition robustly?. (2018). Dubovik, Andrei ; Kalara, Natasha. In: CPB Discussion Paper. RePEc:cpb:discus:386.

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2019Empowering Central Bank Asset Purchases: The Role of Financial Policies. (2019). Papadopoulou, Niki ; Körner, Jenny ; DARRACQ PARIES, Matthieu ; Korner, Jenny. In: Working Papers. RePEc:cyb:wpaper:2019-1.

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2019On the Credit and Exchange Rate Channels of Central Bank Asset Purchases in a Monetary Union. (2019). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu. In: Working Papers. RePEc:cyb:wpaper:2019-2.

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2018The impact of the ECB asset purchases on the European bond market structure: Granular evidence on ownership concentration. (2018). Boermans, Martijn ; Keshkov, Viacheslav. In: DNB Working Papers. RePEc:dnb:dnbwpp:590.

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2019Monetary policy, credit institutions and the bank lending channel in the euro area. (2019). Altavilla, Carlo ; Holton, Sarah ; Boucinha, Miguel ; Andreeva, Desislava C ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2019222.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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2019Overcapacities in banking: measurements, trends and determinants. (2019). Klaus, Benjamin ; Gardo, Sandor. In: Occasional Paper Series. RePEc:ecb:ecbops:2019236.

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2018Disentangling euro area portfolios: new evidence on cross-border securities holdings. (2018). Rodríguez Caloca, Antonio ; Fache Rousová, Linda ; Rousova, Linda Fache. In: Statistics Paper Series. RePEc:ecb:ecbsps:201828.

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2018Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121.

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2018Monetary policy and cross-border interbank market fragmentation: lessons from the crisis. (2018). Swarbrick, Jonathan ; Blattner, Tobias Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20182139.

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2018Lending standards and macroeconomic dynamics. (2018). Gete, Pedro. In: Working Paper Series. RePEc:ecb:ecbwps:20182207.

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2019A dynamic model of bank behaviour under multiple regulatory constraints. (2019). Salleo, Carmelo ; Daminato, Claudio ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20192233.

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2019Empowering central bank asset purchases: The role of financial policies. (2019). Papadopoulou, Niki ; Körner, Jenny ; DARRACQ PARIES, Matthieu ; Korner, Jenny. In: Working Paper Series. RePEc:ecb:ecbwps:20192237.

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2019On the credit and exchange rate channels of central bank asset purchases in a monetary union. (2019). DARRACQ PARIES, Matthieu ; Papadopoulou, Niki. In: Working Paper Series. RePEc:ecb:ecbwps:20192259.

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2019Macroprudential policy in a monetary union with cross-border banking. (2019). DARRACQ PARIES, Matthieu ; Rancoita, Elena ; Kok, Christoffer. In: Working Paper Series. RePEc:ecb:ecbwps:20192260.

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2019Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20192273.

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2019The cost-efficiency and productivity growth of euro area banks. (2019). Moccero, Diego ; Martin, Reiner ; Huljak, Ivan . In: Working Paper Series. RePEc:ecb:ecbwps:20192305.

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2019Interconnected banks and systemically important exposures. (2019). Halaj, Grzegorz ; Battiston, Stefano ; Roncoroni, Alan ; Kok, Christoffer ; Haaj, Grzegorz ; D'Errico, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20192331.

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2018The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model. (2018). Gurgone, Andrea ; Jafarey, Saqib ; Iori, Giulia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:257-288.

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2018The pass-through of monetary policy rate to lending rates: The role of macro-financial factors. (2018). Melecký, Martin ; Gregor, Jiří. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:71-88.

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2018Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2018). Giri, Federico. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:10-22.

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2019Interest rate pass-through in Morocco: Evidence from bank-level survey data. (2019). Bennouna, Hicham. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:142-157.

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2019Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2019). Demertzis, Maria ; Agur, Itai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:65-75.

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2018Playing yo-yo with bank competition: New evidence from 1890 to 2014. (2018). Vercelli, Francesco ; Marinelli, Giuseppe ; De Bonis, Riccardo. In: Explorations in Economic History. RePEc:eee:exehis:v:67:y:2018:i:c:p:134-151.

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2018The missing links: A global study on uncovering financial network structures from partial data. (2018). Silva, Thiago ; Silvestri, Laura ; Salakhova, Dilyara ; Lelyveld, Iman ; Halaj, Grzegorz ; Garratt, Rodney ; Hansen, IB ; Fique, Jose ; Stancato, Sergio Rubens ; Haaj, Grzegorz ; Friedrich, Soeren ; Banai, Adam ; Rajan, Sriram ; van Lelyveld, Iman ; Nobili, Stefano ; Anand, Kartik ; Molina-Borboa, Jose Luis ; Lee, Hwayun ; Jaramillo, Serafin Martinez. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:107-119.

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How did the Greek credit event impact the credit default swap market?. (2018). Halaj, Grzegorz ; Scheicher, Martin ; Peltonen, Tuomas A ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:136-158.

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2018Multiplex interbank networks and systemic importance: An application to European data. (2018). Aldasoro, Iñaki ; Alves, Ivan . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:17-37.

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2018The systemic implications of bail-in: A multi-layered network approach. (2018). Hüser, Anne-Caroline ; Halaj, Grzegorz ; van der Kraaij, Anton ; Perales, Cristian ; Kok, Christoffer ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:81-97.

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2019Central banks’ preferences and banking sector vulnerability. (2019). Lucotte, Yannick ; Pradines-Jobet, F ; Levieuge, G. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:110-131.

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2019Measuring contagion risk in international banking. (2019). Giudici, Paolo ; Avdjiev, Stefan ; Spelta, A. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:36-51.

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2018Risk, competition and efficiency in banking: Evidence from China. (2018). Floros, Christos ; Tan, Yong. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:223-236.

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2019Evolving micro- and macroprudential regulations in the United States: A primer. (2019). Hancock, Diana. In: Global Finance Journal. RePEc:eee:glofin:v:39:y:2019:i:c:p:3-9.

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2019Macro stress testing euro area banks’ fees and commissions. (2019). Pancaro, Cosimo ; Mirza, Harun ; Kok, Christoffer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:97-119.

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2019Euro area real-time density forecasting with financial or labor market frictions. (2019). Warne, Anders ; McAdam, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:580-600.

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2018Bank funding costs in a rising interest rate environment. (2018). Uysal, Pinar ; Mora, Nada ; Gerlach, Jeffrey R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:164-186.

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2018Distance to compliance portfolios: An integrated shortfall measure for basel III. (2018). Schmaltz, Christian ; Torchiani, Ingo ; Heidorn, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:87-101.

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2018Interest rate pass-through since the euro area crisis. (2018). Holton, Sarah ; Dacri, Costanza Rodriguez. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:277-291.

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2018Macro-financial linkages and heterogeneous non-performing loans projections: An application to Ecuador. (2018). Grigoli, Francesco ; Saldias, Martin ; Mansilla, Mario . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:130-141.

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2019Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model. (2019). Teglio, Andrea ; Raberto, Marco ; Mazzocchetti, Andrea ; Cincotti, Silvano ; Ponta, Linda. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:59-83.

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2018Effectiveness of macroprudential policies under borrower heterogeneity. (2018). Rabitsch, Katrin ; Punzi, Maria Teresa. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:251-261.

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2019The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs. (2019). Mizen, Paul ; Lombardi, Marco ; Illes, Anamaria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:117-141.

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2018Financial development and the bank lending channel in developing countries. (2018). Sanfilippo-Azofra, Sergio ; Lopez-Gutierrez, Carlos ; Cantero-Saiz, Maria ; Torre-Olmo, Begoa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:215-234.

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2018Sovereign bond holdings and monetary policy operations in the euro area. (2018). , Ivo ; Soederhuizen, Beau. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1243-1254.

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2018Interbank lending, network structure and default risk contagion. (2018). Zhang, Minghui ; Li, Shouwei ; He, Jianmin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:493:y:2018:i:c:p:203-209.

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2018System-wide implications of funding risk. (2018). Haaj, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181.

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2018A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421.

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2018Competition, efficiency, and innovation in Taiwan’s banking industry — An application of copula methods. (2018). Huang, Tai-Hsin ; Chang, Bao-Guang . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:362-375.

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2018Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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2018The price of project finance loans for highways. (2018). Cruz, Carlos Oliveira ; Sarmento, Joaquim Miranda. In: Research in Transportation Economics. RePEc:eee:retrec:v:70:y:2018:i:c:p:161-172.

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2018Financial frictions and monetary policy conduct. (2018). Paries, Matthieu Darracq. In: Erudite Ph.D Dissertations. RePEc:eru:erudph:ph18-01.

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2019Recreating Banking Networks under Decreasing Fixed Costs. (2019). Craig, Ben ; Paterlini, Sandra ; Maringer, Dietmar. In: Working Papers. RePEc:fip:fedcwq:192100.

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2019Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates. (2019). Van den Heuvel, Skander ; Ampudia, Miguel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-64.

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2018Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility †. (2018). Montesi, Giuseppe ; Papiro, Giovanni. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:82-:d:164289.

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2019The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Angelini, Eliana ; Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287.

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2019Quantitative easing in the euro area and SMEs access to finance: Who benefits the most?. (2019). Funk, Anne Kathrin. In: IHEID Working Papers. RePEc:gii:giihei:heidwp02-2019.

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2018The Macroeconomic Effectiveness of Bank Bail-ins. (2018). van der Kwaak, Christiaan ; Katz, Matthijs. In: Research Report. RePEc:gro:rugsom:2018009-eef.

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2019Systemic Risk in the Interbank Market with Overlapping Portfolios. (2019). Jiang, Shanshan ; Fan, Hong. In: Complexity. RePEc:hin:complx:5317819.

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2019Ripples on financial networks. (2019). Chakrabarti, Anindya S ; Bansal, Avijit ; Kumar, Sudarshan. In: IIMA Working Papers. RePEc:iim:iimawp:14613.

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2019CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya. In: IMF Working Papers. RePEc:imf:imfwpa:19/102.

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2019The Influence of Financial Stress on Economic Activity and Monetary Policy in Belarus. (2019). Mazol, Aleh . In: Journal of Economic Development. RePEc:jed:journl:v:44:y:2019:i:2:p:49-75.

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2018Retail Bank Interest Margins in Low Interest Rate Environments. (2018). Saaskilahti, Jaakko . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:53:y:2018:i:1:d:10.1007_s10693-016-0262-1.

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2019Observables and Residuals: Exploring Cross-Border Differences in SME Borrowing Costs. (2019). McCann, Fergal ; Carroll, James. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:56:y:2019:i:2:d:10.1007_s10693-017-0285-2.

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2018Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates. (2018). Mayordomo, Sergio ; Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco ; Carbo-Valverde, Santiago . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:1:d:10.1007_s11146-016-9595-7.

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2019The Signalling Channel of Negative Interest Rates. (2019). de Groot, Oliver ; DeGroot, Oliver ; Haas, Alexander. In: Working Papers. RePEc:liv:livedp:201905.

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2018The Financial Accelerator in Europe after the Financial Crisis. (2018). Bakova, Klara. In: European Journal of Business Science and Technology. RePEc:men:journl:v:4:y:2018:i:2:p:143-155.

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2019What Affects the Interest Rate on Deposit From Households?. (2019). Halaskova, Martina ; Rozsa, Zoltan ; Kocisova, Kristina ; Gavurova, Beata. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:15:y:2019:i:2:41-57.

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2018Competition, Performance and Portfolio Quality in Microfinance Markets. (2018). Kar, Ashim Kumar ; Swain, Ranjula Bali. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:30:y:2018:i:5:d:10.1057_s41287-018-0135-6.

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2019Determinants of CDS trading on major banks. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Working Papers Dissertations. RePEc:pdn:dispap:51.

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2019Risk allocation through securitization - Evidence from non-performing loans. (2019). Uhde, Andre ; Hippert, Benjamin ; Wengerek, Sascha Tobias. In: Working Papers Dissertations. RePEc:pdn:dispap:58.

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2018The Pass-Through of Monetary Policy Rate to Lending Rates: The Role of Macro-financial Factors. (2018). Melecký, Martin ; Gregor, Jiří. In: MPRA Paper. RePEc:pra:mprapa:84048.

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2018Banking net income and macroeconomics, from multicollinearity to Granger causality using US data. (2018). Szybisz, Martin Andres . In: MPRA Paper. RePEc:pra:mprapa:90473.

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2019Interactions between Credit and Market Risk, Diversification vs Compounding effects. (2019). Szybisz, Martin Andres. In: MPRA Paper. RePEc:pra:mprapa:93173.

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2019Analyse du pass-through du taux d’intérêt au Maroc. (2019). Harraou, Khalid. In: MPRA Paper. RePEc:pra:mprapa:94968.

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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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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: CPB Discussion Paper.
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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 Papers.
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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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2008Impact of bank competition on the interest rate pass-through in the euro area.(2008) In: Working Paper Series.
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2008Impact of bank competition on the interest rate pass-through in the euro area.(2008) In: CPB Discussion Paper.
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This paper has another version. Agregated cites: 116
paper
2013Impact of bank competition on the interest rate pass-through in the euro area.(2013) In: Applied Economics.
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article
2012Modelling loans to non-financial corporations in the euro area In: Temi di discussione (Economic working papers).
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paper11
2009Modelling loans to non-financial corporations in the euro area.(2009) In: Working Paper Series.
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2014Exploring the Nexus Between Macro-Prudential Policies and Monetary Policy Measures: Evidence from an Estimated DSGE Model for the Euro Area In: Working Papers.
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2018Using large exposure data to gauge the systemic importance of SSM significant institutions In: Macroprudential Bulletin.
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article1
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
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paper25
2014The impact of regulating occupational pensions in Europe on investment and financial stability 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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paper14
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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paper27
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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This paper has another version. Agregated cites: 91
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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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paper22
2013Assessing interbank contagion using simulated networks In: Working Paper Series.
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paper46
2013Assessing interbank contagion using simulated networks.(2013) In: Computational Management Science.
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This paper has another version. Agregated cites: 46
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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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paper7
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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This paper has another version. Agregated cites: 28
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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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paper2
2016When shadows grow longer: shadow banking with endogenous entry In: Working Paper Series.
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paper1
2016Multi-layered interbank model for assessing systemic risk In: Working Paper Series.
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paper36
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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paper17
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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paper
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.
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2017Do stress tests matter? Evidence from the 2014 and 2016 stress tests In: Working Paper Series.
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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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