Christoffer Kok : Citation Profile

Are you Christoffer Kok?

European Central Bank

17

H index

25

i10 index

1432

Citations

RESEARCH PRODUCTION:

23

Articles

53

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 102
   Journals where Christoffer Kok has often published
   Relations with other researchers
   Recent citing documents: 199.    Total self citations: 37 (2.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko232
   Updated: 2023-03-25    RAS profile: 2021-01-02    
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Relations with other researchers

Works with:

DARRACQ PARIES, Matthieu (6)

Halaj, Grzegorz (4)

Pancaro, Cosimo (4)

Covi, Giovanni (3)

Aldasoro, Iñaki (3)

Hüser, Anne-Caroline (2)

Mongelli, Francesco (2)

battiston, stefano (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)

Halaj, Grzegorz (18)

Aldasoro, Iñaki (15)

Fujiwara, Ippei (15)

Papadopoulou, Niki (14)

Agénor, Pierre-Richard (14)

Farmer, J. (14)

Altavilla, Carlo (13)

Bikker, Jacob (13)

Vermandel, Gauthier (12)

Cites to:

DARRACQ PARIES, Matthieu (27)

Shin, Hyun Song (21)

battiston, stefano (20)

Gambacorta, Leonardo (20)

Halaj, Grzegorz (19)

Mendicino, Caterina (19)

Berger, Allen (19)

Bernanke, Ben (16)

Pesaran, M (15)

Rajan, Raghuram (15)

Gertler, Mark (15)

Main data

Where Christoffer Kok has published?

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

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank30
Occasional Paper Series / European Central Bank6
IMF Working Papers / International Monetary Fund2
Working Papers / Banco de Espaa2

Recent works citing Christoffer Kok (2022 and 2021)

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

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2022Life Insurance, Liquidity Risk, Interest Rates, Fire Sales, Systemic Risk. (2022). Grundl, Helmut ; Grochola, Nicolaus ; Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:154.

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2021.

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2022Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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

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

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2022Optimal Network Compression. (2020). Feinstein, Zachary ; Amini, Hamed. In: Papers. RePEc:arx:papers:2008.08733.

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2022A Deep Learning Approach for Dynamic Balance Sheet Stress Testing. (2020). Christophides, Theodoros ; Panousis, Konstantinos P ; Siakoulis, Vassilis ; Petropoulos, Anastasios ; Chatzis, Sotirios. In: Papers. RePEc:arx:papers:2009.11075.

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2021An analysis of network filtering methods to sovereign bond yields during COVID-19. (2020). Legara, Erika Fille ; Chhajer, Harsh ; Granados, Oscar ; Pang, Raymond Ka-Kay. In: Papers. RePEc:arx:papers:2009.13390.

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

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2022Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Papers. RePEc:arx:papers:2106.14168.

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2023Funding liquidity, credit risk and unconventional monetary policy in the Euro area: a GVAR approach. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.01078.

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

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2022Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang. In: Papers. RePEc:arx:papers:2209.05998.

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

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2021Business complexity and geographic expansion in banking. (2021). Rodriguez-Moreno, Maria ; Argimon, Isabel. In: Working Papers. RePEc:bde:wpaper:2132.

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

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2022Financial Development and Monetary Policy Transmission. (2022). Osorio-Rodriguez, Daniel ; Cuesta-Mora, Diego Fernando ; Lizarazo-Cuellar, Angelica Maria ; Meneses-Gonzalez, Maria Fernanda. In: Borradores de Economia. RePEc:bdr:borrec:1219.

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

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

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2022Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007.

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

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

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2021Banks noninterest income and securities holdings in a low interest rate environment: The case of Italy. (2021). Williams, Jonathan ; Reghezza, Alessio ; Molyneux, Philip ; Torriero, Chiara. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:98-119.

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2021INTEREST RATE PASS?THROUGH: A META?ANALYSIS OF THE LITERATURE. (2021). Melecky, Ales ; Melecký, Martin ; Gregor, Jiří. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:141-191.

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2021CROSS?SECTIONAL DEPENDENCE AND SPILLOVERS IN SPACE AND TIME: WHERE SPATIAL ECONOMETRICS AND GLOBAL VAR MODELS MEET. (2021). Elhorst, J.Paul ; Tereanu, Eugen ; Gross, Marco. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:192-226.

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2021Market structure and bank conduct in Lesotho. (2021). Moshoeshoe, Ramaele ; Thokoa, Katleho. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:3:p:368-390.

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

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

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2022Measuring Capital at Risk in the UK banking sector: a microstructural network approach. (2022). Brookes, James ; Covi, Giovanni ; Raja, Charumathi. In: Bank of England working papers. RePEc:boe:boeewp:0983.

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

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2022Desirable Banking Competition and Stability. (2022). Benchimol, Jonathan ; Bozou, Caroline. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2022.18.

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

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

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2021Keep your friends close and your enemies closer – the case of monetary policy and financial imbalances. (2021). Iwanicz-Drozdowska, Małgorzata ; Ukasz, Kurowski ; Magorzata, Iwanicz-Drozdowska. In: German Economic Review. RePEc:bpj:germec:v:22:y:2021:i:4:p:383-414:n:7.

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2022THE IMPACT OF CREDIT ACTIVITY ON THE ECONOMIC EVOLUTION OF THE DEVELOPED ECONOMIES. (2022). Gabeshi, Klejda. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:1:p:185-190.

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2022Assessing Australian Monetary Policy in the Twenty-First Century. (2022). Leigh, Andrew ; Gross, Isaac. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9959.

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2021Risk Shocks and Divergence between the Euro Area and the US in the aftermath of the Great Recession. (2021). Tripier, Fabien ; Brand, Thomas. In: Working Papers. RePEc:cii:cepidt:2021-04.

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2022From Central Counter to Local Living: Pass-Through of Monetary Policy to Mortgage Lending Rates in Districts. (2022). Melecký, Martin ; Janku, Jan ; Gregor, Jiri. In: Working Papers. RePEc:cnb:wpaper:2022/9.

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

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2021An Analysis of Monetary and Macroprudential Policies in a DSGE Model with Reserve Requirements and Mortgage Lending. (2021). Ben-Gad, Michael ; Sabuga, I ; Pearlman, J. In: Working Papers. RePEc:cty:dpaper:21/04.

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

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2022The Signalling Channel of Negative Interest Rates. (2022). Haas, Alexander ; DeGroot, Oliver ; de Groot, Oliver. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1990.

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2021Flood risk and financial stability: Evidence from a stress test for the Netherlands. (2021). Jansen, David-Jan ; Caloia, Francesco. In: Working Papers. RePEc:dnb:dnbwpp:730.

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2022A literature review of securities holdings statistics research and a practitioner’s guide. (2022). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:757.

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

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

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

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2022A tale of three crises: synergies between ECB tasks. (2022). Hobelsberger, Karin ; Mongelli, Francesco Paolo ; Paolomongelli, Francesco ; Kok, Christoffer. In: Occasional Paper Series. RePEc:ecb:ecbops:2022305.

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

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

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

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

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

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2021The transmission of euro area monetary policy to financially euroised countries. (2021). Moder, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20212611.

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2022Bank risk-taking and impaired monetary policy transmission. (2022). Schliephake, Eva ; Koenig, Philipp J. In: Working Paper Series. RePEc:ecb:ecbwps:20222638.

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2022Monetary policy, macroprudential policy and financial stability. (2022). Mendicino, Caterina ; Maddaloni, Angela ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20222647.

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2022Euro Area banks sensitivity to changes in carbon price. (2022). Mingarelli, Luca ; Kuik, Friderike ; Belloni, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20222654.

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2022Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency. (2022). Reghezza, Alessio ; Pancotto, Livia ; Pancaro, Cosimo ; Girardone, Claudia ; Avignone, Giuseppe. In: Working Paper Series. RePEc:ecb:ecbwps:20222718.

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2022Financial exposure and bank mergers: micro and macro evidence from the EU. (2022). Lebastard, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20222724.

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2022Bank lending rates and the remuneration for risk: evidence from portfolio and loan level data. (2022). Werner, Johannes Gabriel ; Michail, Nektarios ; Metzler, Julian ; Durrani, Agha. In: Working Paper Series. RePEc:ecb:ecbwps:20222753.

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2022Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757.

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2022Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers. (2022). Altavilla, Carlo ; Scopelliti, Alessandro ; Ongena, Steven ; Fernandes, Cecilia Melo. In: Working Paper Series. RePEc:ecb:ecbwps:20222758.

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2021Interconnected banks and systemically important exposures. (2021). Kok, Christoffer ; Haaj, Grzegorz ; Derrico, Marco ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002013.

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2022Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598.

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2022Monetary and macroprudential policy coordination with biased preferences. (2022). Jackson, Timothy P ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002238.

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2022Twenty years with the Euro: Eurozone banking market integration revisited. (2022). Sander, Harald ; Kleimeier, Stefanie. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001869.

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

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

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

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

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

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

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

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

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

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2022The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation. (2022). Mantovan, Noemi ; ap Gwilym, Owain ; Alsakka, Rasha ; Jones, Laurence. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001684.

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2022Risk spillover of banking across regions: Evidence from the belt and road countries. (2022). Zhou, Mingming ; Lei, Yiqing ; Li, Jiayi ; Zhao, Hong. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s156601412200036x.

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2021Do negative interest rates affect bank risk-taking?. (2021). Williams, Jonathan ; Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:350-364.

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

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2022International financial stress spillovers to bank lending: Do internal characteristics matter?. (2022). Haddou, Samira . In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002459.

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2022The nexus between bank connectedness and investors’ sentiment. (2022). Pochea, Maria Miruna ; Nioi, Mihai. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321004219.

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2022European bank profitability: The great convergence?. (2022). Vennet, Rudi Vander ; Present, Thomas ; Lamers, Martien. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003142.

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

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

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

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

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2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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

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2022Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341.

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2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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2022Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596.

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2022Bank capital and economic activity. (2022). Turk-Ariss, Rima ; Klein, Paul-Olivier. In: Journal of Financial Stability. RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000894.

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

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2022Competition in dual markets: Implications for banking system stability. (2022). TARAZI, Amine ; Trinugroho, Irwan ; Risfandy, Tastaftiyan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302799.

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2021How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2021). Temesvary, Judit ; Takats, Elod. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s002219962100101x.

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2021Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. (2021). Li, Youwei ; Waterworth, James ; Vigne, Samuel A ; Pantelous, Athanasios A ; Hamill, Philip A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000196.

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2022Helping or hampering banks competition? The Asian experience after the Asian financial crisis. (2022). Tran, V. H. T., ; Ferrari, A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001918.

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2021Monetary easing and the lending concentration channel of monetary policy transmission. (2021). Antoniades, Adonis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002533.

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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.
[Full Text][Citation analysis]		paper9
2019Interconnected banks and systemically important exposures.(2019) In: Working Paper Series.
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This paper has another version. Agregated cites: 9		paper
2007A new approach to measuring competition in the loan markets of the euro area In: Working Papers.
[Full Text][Citation analysis]		paper130
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: 130		paper
2011A new approach to measuring competition in the loan markets of the euro area.(2011) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 130		article
2008Impact of bank competition on the interest rate pass-through in the euro area In: Working Papers.
[Full Text][Citation analysis]		paper162
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: 162		paper
2011Impact of bank competition on the interest rate pass-through in the euro area.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 162		paper
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: 162		article
2008Impact of bank competition on the interest rate pass-through in the euro area.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 162		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2020Contagion Accounting In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2020Contagion accounting.(2020) In: Bank of England working papers.
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This paper has another version. Agregated cites: 0		paper
2020Contagion accounting.(2020) In: Working Paper Series.
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This paper has another version. Agregated cites: 0		paper
2019Mapping bank securities across euro area sectors: comparing funding and exposure networks In: Bank of England working papers.
[Full Text][Citation analysis]		paper6
2019Mapping bank securities across euro area sectors: comparing funding and exposure networks.(2019) In: Working Paper Series.
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This paper has another version. Agregated cites: 6		paper
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]		article0
2020Enhancing macroprudential space when interest rates are “low for long” In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article2
2009Housing finance in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper6
2013A macro stress testing framework for assessing systemic risks in the banking sector In: Occasional Paper Series.
[Full Text][Citation analysis]		paper36
2014The impact of regulating occupational pensions in Europe on investment and financial stability In: Occasional Paper Series.
[Full Text][Citation analysis]		paper4
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]		paper1
2019The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2020Cross-border spillover effects of macroprudential policies: a conceptual framework In: Occasional Paper Series.
[Full Text][Citation analysis]		paper4
2006Bank interest rate pass-through in the euro area: a cross country comparison In: Working Paper Series.
[Full Text][Citation analysis]		paper186
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]		paper90
2014The Dynamics of Bank Spreads and Financial Structure.(2014) In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90		article
2007Mortgage interest rate dispersion in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper27
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]		paper50
2010Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper149
2011Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area.(2011) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		article
2010The impact of supply constraints on bank lending in the euro area - crisis induced crunching? In: Working Paper Series.
[Full Text][Citation analysis]		paper61
2013Assessing interbank contagion using simulated networks In: Working Paper Series.
[Full Text][Citation analysis]		paper77
2013Assessing interbank contagion using simulated networks.(2013) In: Computational Management Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		article
2013Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR In: Working Paper Series.
[Full Text][Citation analysis]		paper41
2013Bank reactions after capital shortfalls In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2013Bank reactions after capital shortfalls.(2013) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2014Modeling emergence of the interbank networks In: Working Paper Series.
[Full Text][Citation analysis]		paper46
2015Modelling the emergence of the interbank networks.(2015) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		article
2016The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2016Bank capital structure and the credit channel of central bank asset purchases In: Working Paper Series.
[Full Text][Citation analysis]		paper3
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]		paper81
2013Multi-layered interbank model for assessing systemic risk.(2013) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2017The systemic implications of bail-in: a multi-layered network approach In: Working Paper Series.
[Full Text][Citation analysis]		paper37
2018The systemic implications of bail-in: A multi-layered network approach.(2018) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 37		article
2017A stochastic forward-looking model to assess the profitability and solvency of European insurers In: Working Paper Series.
[Full Text][Citation analysis]		paper6
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: 6		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: 6		paper
2017Macro stress testing euro area banks fees and commissions In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2019Macro stress testing euro area banks’ fees and commissions.(2019) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2017Do stress tests matter? Evidence from the 2014 and 2016 stress tests In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2019Leaning against the wind: macroprudential policy and the financial cycle In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2019CoMap: mapping contagion in the euro area banking sector In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2019CoMap: Mapping Contagion in the Euro Area Banking Sector.(2019) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2019Macroprudential policy in a monetary union with cross-border banking In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2020Macroprudential policy measures: macroeconomic impact and interaction with monetary policy In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2020Reversal interest rate and macroprudential policy In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2013Exploring the Nexus between Macro-Prudential Policies and Monetary Policy Measures In: Financial Stability Review.
[Full Text][Citation analysis]		article7
2013Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks In: Financial Stability Review.
[Full Text][Citation analysis]		article2
2014Recent Experience of European Countries with Macro-Prudential Policy In: Financial Stability Review.
[Full Text][Citation analysis]		article2
2015Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors In: Financial Stability Review.
[Full Text][Citation analysis]		article18
2015Euro area insurers and the low interest rate environment In: Financial Stability Review.
[Full Text][Citation analysis]		article3
2015Quantifying the Policy Mix in a Monetary Union with National Macroprudential Policies In: Financial Stability Review.
[Full Text][Citation analysis]		article2
2016Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis In: Financial Stability Review.
[Full Text][Citation analysis]		article3
2016Recent Trends in Euro Area Banks Business Models and Implications for Banking Sector Stability In: Financial Stability Review.
[Full Text][Citation analysis]		article5
2016Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income In: Financial Stability Review.
[Full Text][Citation analysis]		article6
2018How can euro area banks reach sustainable profitability in the future? In: Financial Stability Review.
[Full Text][Citation analysis]		article12
2019Macroprudential space and current policy trade-offs in the euro area In: Financial Stability Review.
[Full Text][Citation analysis]		article4
2020Financial stability considerations arising from the interaction of coronavirus-related policy measures In: Financial Stability Review.
[Full Text][Citation analysis]		article1
2017Competition and contestability in bank retail markets In: Chapters.
[Full Text][Citation analysis]		chapter2
2017Shadow Banking and Market Discipline on Traditional Banks In: IMF Working Papers.
[Full Text][Citation analysis]		paper4

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