Christoffer Kok : Citation Profile


Are you Christoffer Kok?

European Central Bank

15

H index

19

i10 index

732

Citations

RESEARCH PRODUCTION:

7

Articles

41

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2006 - 2018). See details.
   Cites by year: 61
   Journals where Christoffer Kok has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 23 (3.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko232
   Updated: 2019-01-20    RAS profile: 2018-06-29    
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Relations with other researchers


Works with:

Halaj, Grzegorz (7)

Pancaro, Cosimo (5)

DARRACQ PARIES, Matthieu (4)

Żochowski, Dawid (4)

Ari, Anil (2)

Amzallag, Adrien (2)

Schepens, Glenn (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 (22)

Bikker, Jacob (16)

Fujiwara, Ippei (12)

Marotta, Giuseppe (11)

Halaj, Grzegorz (11)

Belke, Ansgar (11)

Vermandel, Gauthier (11)

Beckmann, Joscha (11)

Arnold, Ivo (10)

de Vries-van Ewijk, Saskia (10)

Agénor, Pierre-Richard (9)

Cites to:

Bikker, Jacob (20)

Berger, Allen (16)

Gambacorta, Leonardo (15)

Gertler, Mark (11)

Gropp, Reint (11)

Pesaran, M (11)

Van Leuvensteijn, Michiel (11)

Mester, Loretta (10)

Smets, Frank (10)

Manganelli, Simone (10)

Rajan, Raghuram (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 Bank3
Working Papers / Banco de Espaa2

Recent works citing Christoffer Kok (2018 and 2017)


YearTitle of citing document
2018Obligations with Physical Delivery in a Multi-Layered Financial Network. (2018). 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). Feinstein, Zachary ; Wildman, Mackenzie ; Sturm, Stephan ; Schaanning, Eric ; Rudloff, Birgit ; Pang, Weijie . In: Papers. RePEc:arx:papers:1708.01561.

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2017Bank Panics and Fire Sales, Insolvency and Illiquidity. (2017). Hurd, T R. In: Papers. RePEc:arx:papers:1711.05289.

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

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

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

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2018Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing. (2018). Rojas, Helder ; Dias, David. In: Papers. RePEc:arx:papers:1809.07401.

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

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2017The impact of European banking consolidation on credit prices. (2017). Alvarez, Jose Maria ; Zurita, Jaime ; Rubio, Ana ; Izquierdo, Jose Felix ; Deblas, Cristina . In: Working Papers. RePEc:bbv:wpaper:17/08.

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2017Modelos para los flujos de nuevo credito en España. (2017). Izquierdo, Jose Felix ; Zurita, Jaime ; Rubio, Ana ; Deblas, Cristina ; Lvarez, Jos Mara . In: Working Papers. RePEc:bbv:wpaper:17/09.

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2017The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0. (2017). Fique, Jose. In: Technical Reports. RePEc:bca:bocatr:111.

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

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2017An analytical framework to calibrate macroprudential policy. (2017). Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Idier, J ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648.

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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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2017Measuring bank risk-taking behaviour: the risk-taking channel of monetary policy in Malaysia. (2017). Huey, Teh Tian ; Shen, Daniel Chin . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-17.

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2017Multiplex interbank networks and systemic importance - An application to European data. (2017). Aldasoro, Iñaki ; Alves, Ivan . In: BIS Working Papers. RePEc:bis:biswps:603.

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2017External financing and economic activity in the euro area - why are bank loans special?. (2017). Unger, Robert ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:622.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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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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2017How Do Macroeconomic and Bank-specific Variables Influence Profitability in the Austrian Banking Sector? Evidence from a Panel Vector Autoregression Analysis. (2017). Sigmund, Michael ; Pagnini, Marcello ; Krenn, Gerald ; Gunter, Ulrich ; Vacca, Valerio ; Rossi, Paola. In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:3:p:555-586.

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2017Heterogeneous Mortgage Markets: Implications for Business Cycles and Welfare in the EMU. (2017). Mayer, Eric ; Gareis, Johannes . In: German Economic Review. RePEc:bla:germec:v:18:y:2017:i:2:p:133-153.

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2017Did Negative Interest Rates Impact Bank Lending?. (2017). Thornton, John ; Molyneux, Philip ; Reghezza, Alessio ; Xie, Rue . In: Working Papers. RePEc:bng:wpaper:17002.

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2017The decline of solvency contagion risk. (2017). Hill, John ; Bardoscia, Marco ; Codd, Adam Brinley ; Barucca, Paolo. In: Bank of England working papers. RePEc:boe:boeewp:0662.

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2017The interplay between quantitative easing and risk: the case of the Japanese banking. (2017). mamatzakis, emmanuel ; Vu, Anh N. In: Working Papers. RePEc:bog:wpaper:226.

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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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2017Agent-Based Risk Assessment Model of the European Banking Network. (2017). Klinger, Tomas ; Teply, Petr . In: CERGE-EI Working Papers. RePEc:cer:papers:wp602.

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2017Quantitative Easing in the Euro Area - An Event Study Approach. (2017). Urbschat, Florian ; Watzka, Sebastian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6709.

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2017Systemic Aspects of Pension Funds and the Role of Supervision. (2017). Beetsma, Roel ; Wanningen, Christiaan ; Vos, Siert . In: CESifo Forum. RePEc:ces:ifofor:v:17:y:2017:i:4:p:54-67.

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2017Identifying Complex Core-Periphery Structures in the Interbank Market. (2017). Carreno, Jose ; Cifuentes, Rodrigo ; Carreo, Jose . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:813.

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2017Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2017. (2017). Komarek, Lubos ; Arnostova, Katerina ; Saxa, Branislav ; Hromadkova, Eva ; Ruzicka, Lubos ; Holub, Tomas ; Pfeifer, Lukas ; Hledik, Tibor ; Pasalicova, Renata ; Gurtler, Martin ; Vozar, Mario ; Matejkova, Lucie ; Bruha, Jan ; Vojta, Martin ; Mala, Barbora ; Benecka, Sona ; Vlcek, Jan ; Novotny, Filip ; Belling, Vojtech ; Solc, Jan ; Kubicova, Ivana ; Babecky, Jan ; Snobl, Radek ; Kral, Petr ; Kucharcukova, Oxana Babecka ; Soukup, Pavel ; Komarkova, Zlatuse ; Adam, Tomas ; Siuda, Vojtech. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as17.

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Interest 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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2017Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins. (2017). Silva, Andre ; Da-Rocha Lopes, Samuel ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12058.

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2017Contingent Convertibles: Can the Market handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; Dieter, Iman Paul ; Kiewiet, Gera. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12359.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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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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2017Competition and Market Power in the Romanian Banking Sector. (2017). Capraru, Bogdan ; Pintilie, Nicoleta-Livia. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:81-90.

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2017Murphy-Topel adjustment of the variance-covariance matrix of a two-step panel data model: Evidence from competition-fragility nexus in banking. (2017). Lapteacru, Ion. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00471.

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2017The transmission channels of monetary, macro- and microprudential policies and their interrelations. (2017). Vergote, Olivier ; Schwarz, Claudia ; Rünstler, Gerhard ; Papadopoulou, Niki ; Beyer, Andreas ; Sousa, Joo ; Runstler, Gerhard ; Papsdorf, Patrick ; Nicoletti, Giulio . In: Occasional Paper Series. RePEc:ecb:ecbops:2017191.

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

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2017Estimating the impact of shocks to bank capital in the euro area. (2017). Moccero, Diego ; Maurin, Laurent ; Martin, Reiner ; Kanngiesser, Derrick . In: Working Paper Series. RePEc:ecb:ecbwps:20172077.

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2017Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR. (2017). Semmler, Willi ; Henry, Jerome ; Gross, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172081.

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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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2017Monetary and macroprudential policies in an estimated model with financial intermediation. (2017). Gelain, Paolo ; Ilbas, Pelin . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:164-189.

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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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2017Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households. (2017). Gross, Marco ; Poblacion, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:510-528.

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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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2017The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry. (2017). Tan, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:89-106.

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2017Bank concentration and sectoral growth: Evidence from Chinese provinces. (2017). Diallo, Boubacar ; Zhang, QI. In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:77-80.

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2017Systemic risk with endogenous loss given default. (2017). Ijtsma, Pieter ; Spierdijk, Laura. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:145-157.

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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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2017Competition, efficiency and soundness in European life insurance markets. (2017). Cummins, David J ; Vencappa, Dev ; Rubio-Misas, Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:66-78.

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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 ; Jaramillo, Serafin Martinez ; 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. 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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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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2017Financial frictions and policy cooperation: A case with monopolistic banking and staggered loan contracts. (2017). Teranishi, Yuki ; Fujiwara, Ippei. In: Journal of International Economics. RePEc:eee:inecon:v:104:y:2017:i:c:p:19-43.

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2017The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:24-37.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:74-94.

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2017Interest margins and bank regulation in Central America and the Caribbean. (2017). Brei, Michael ; Birchwood, Anthony ; Noel, Dorian M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:56-68.

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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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2017Does bank loan supply affect the supply of equity capital? Evidence from new share issuance and withdrawal. (2017). Bradley, Daniel ; Bergbrant, Mikael C ; Hunter, Delroy M. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:32-45.

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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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2017Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks. (2017). Kühl, Michael ; Kuhl, Michael. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:260-284.

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2017Macroprudential policy with convertible debt. (2017). Hollander, Hylton. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:285-305.

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2017Global banking and the conduct of macroprudential policy in a monetary union. (2017). Vermandel, Gauthier ; Poutineau, Jean-Christophe. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:306-331.

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2017Countercyclical capital rules for small open economies. (2017). Merola, Rossana ; Clancy, Daragh. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:332-351.

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2017Does foreign bank presence affect interest rate pass-through in emerging and developing economies?. (2017). Rajan, Ramkishen ; Gopalan, Sasidaran. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:373-392.

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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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2017The evolution of risk and bailout strategy in banking systems. (2017). Brede, Markus ; McGroarty, Frank ; de Caux, Robert . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:109-118.

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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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2017A new approach to jointly estimating the Lerner index and cost efficiency for multi-output banks under a stochastic meta-frontier framework. (2017). Huang, Tai-Hsin ; Chao, Shih-Wei ; Chiang, Dien-Lin . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:212-226.

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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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2017Sovereign and bank Interdependencies—Evidence from the CDS market. (2017). Yu, Sherry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:68-84.

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2017Empirical assessment of the competitive conduct of Nigerian banks in a post-consolidation era. (2017). Osuagwu, Eze ; Nwokoma, Ndubisi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:412-422.

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2017The impacts of risk-taking behaviour and competition on technical efficiency: Evidence from the Chinese banking industry. (2017). Tan, Yong ; Anchor, John . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:90-104.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017The multiplex dependency structure of financial markets. (2017). Musmeci, Nicolo ; Latora, Vito ; di Matteo, Tiziana ; Aste, Tomaso ; Nicosia, Vincenzo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85337.

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2017Could the boom-bust in the eurozone periphery have been prevented?. (2017). Makarski, Krzysztof ; Kolasa, Marcin ; Brzoza-Brzezina, Michal ; Bielecki, Marcin. In: GRAPE Working Papers. RePEc:fme:wpaper:17.

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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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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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2017A Welfare Analysis of Macroprudential Policy Rules in the Euro Area. (2017). Vermandel, Gauthier ; Poutineau, Jean-Christophe. In: Post-Print. RePEc:hal:journl:hal-01619806.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working Papers. RePEc:hal:wpaper:hal-01511667.

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2017Does banks systemic importance affect their capital structure adjustment process?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01546995.

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2017Does banks systemic importance affect their capital structure and balance sheet adjustment processes?. (2017). TARAZI, Amine ; De Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01636253.

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2017Optimal Bank Capitalization in Crowded Markets. (2017). Mariathasan, Mike ; Bertsch, Christoph. In: Working Paper Series. RePEc:hhs:rbnkwp:0312.

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

Works by Christoffer Kok:


YearTitleTypeCited
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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This paper has another version. Agregated cites: 77
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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 another version. Agregated cites: 77
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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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paper111
2013Impact of bank competition on the interest rate pass-through in the euro area.(2013) In: Applied Economics.
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This paper has another version. Agregated cites: 111
article
2008Impact of bank competition on the interest rate pass-through in the euro area.(2008) In: DNB Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2008Impact of bank competition on the interest rate pass-through in the euro area.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2008Impact of bank competition on the interest rate pass-through in the euro area.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2011Impact of bank competition on the interest rate pass-through in the euro area.(2011) In: Post-Print.
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This paper has another version. Agregated cites: 111
paper
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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This paper has another version. Agregated cites: 11
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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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paper0
2008Impact of bank competition on the interest rate pass-through in the euro area In: CPB Discussion Paper.
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paper30
2007A new approach to measuring competition in the loan markets of the Euro area. In: CPB Discussion Paper.
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paper26
2018Using large exposure data to gauge the systemic importance of SSM significant institutions In: Macroprudential Bulletin.
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2009Housing Finance in the Euro Area. In: Occasional Paper Series.
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paper6
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
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paper18
2014The impact of regulating occupational pensions in Europe on investment and financial stability In: Occasional Paper Series.
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paper2
2006Bank interest rate pass-through in the euro area: a cross country comparison In: Working Paper Series.
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paper89
2006Euro area banking sector integration: using hierarchical cluster analysis techniques In: Working Paper Series.
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paper13
2007The dynamics of bank spreads and financial structure In: Working Paper Series.
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paper55
2014The Dynamics of Bank Spreads and Financial Structure.(2014) In: Quarterly Journal of Finance (QJF).
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This paper has another version. Agregated cites: 55
article
2007Mortgage interest rate dispersion in the euro area In: Working Paper Series.
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paper23
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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paper24
2010Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area In: Working Paper Series.
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paper75
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: 75
article
2010The impact of supply constraints on bank lending in the euro area - crisis induced crunching? In: Working Paper Series.
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paper20
2013Assessing interbank contagion using simulated networks In: Working Paper Series.
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paper41
2013Assessing interbank contagion using simulated networks.(2013) In: Computational Management Science.
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This paper has another version. Agregated cites: 41
article
2013Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR In: Working Paper Series.
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paper21
2013Bank reactions after capital shortfalls In: Working Paper Series.
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paper6
2013Bank reactions after capital shortfalls.(2013) In: Working Paper Research.
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This paper has another version. Agregated cites: 6
paper
2014Modeling emergence of the interbank networks In: Working Paper Series.
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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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paper9
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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paper32
2013Multi-layered interbank model for assessing systemic risk.(2013) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 32
paper
2017The systemic implications of bail-in: a multi-layered network approach In: Working Paper Series.
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paper10
2017A stochastic forward-looking model to assess the profitability and solvency of European insurers In: Working Paper Series.
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paper2
2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: ICIR Working Paper Series.
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This paper has another version. Agregated cites: 2
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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This paper has another version. Agregated cites: 2
paper
2017Macro stress testing euro area banks fees and commissions In: Working Paper Series.
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paper0
2017Do stress tests matter? Evidence from the 2014 and 2016 stress tests In: Working Paper Series.
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paper2
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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paper0
2015Modelling the emergence of the interbank networks In: Quantitative Finance.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 3th 2019. Contact: CitEc Team