Christian Upper : Citation Profile


Are you Christian Upper?

Bank for International Settlements (BIS)

11

H index

15

i10 index

1102

Citations

RESEARCH PRODUCTION:

13

Articles

17

Papers

4

Books

8

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 61
   Journals where Christian Upper has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 5 (0.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pup18
   Updated: 2021-03-01    RAS profile: 2020-04-20    
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Relations with other researchers


Works with:

marconi, daniela (3)

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

Is cited by:

Craig, Ben (21)

BORIO, Claudio (21)

Aldasoro, Iñaki (16)

Lelyveld, Iman (15)

von Peter, Goetz (15)

Kok, Christoffer (14)

Anand, Kartik (14)

Halaj, Grzegorz (10)

Girardi, Alessandro (10)

Fecht, Falko (10)

Peltonen, Tuomas (10)

Cites to:

Reinhart, Carmen (11)

Rochet, Jean (10)

Rogoff, Kenneth (9)

Cecchetti, Stephen (8)

Yorulmazer, Tanju (6)

FREIXAS, XAVIER (6)

Shin, Hyun Song (5)

Gopinath, Gita (5)

SHIM, ILHYOCK (5)

Haltiwanger, John (5)

BORIO, Claudio (5)

Main data


Where Christian Upper has published?


Journals with more than one article published# docs
BIS Quarterly Review9

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements6
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank5

Recent works citing Christian Upper (2021 and 2020)


YearTitle of citing document
2020Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2020Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

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2020Reconstruction of Interbank Network using Ridge Entropy Maximization Model. (2020). Takeda, Hidetoshi ; Ikeda, Yuichi. In: Papers. RePEc:arx:papers:2001.04097.

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2020A 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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2020Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619.

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

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2020The broad dollar exchange rate as an EME risk factor. (2020). Hofmann, Boris ; Park, Taejin . In: BIS Quarterly Review. RePEc:bis:bisqtr:2012b.

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2020Corporate investment and the exchange rate: The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:839.

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2020The Reinsurance Network Among U.S. Property–Casualty Insurers: Microstructure, Insolvency Risk, and Contagion. (2020). Weiss, Mary A ; Sun, Tao ; Cummins, David J ; Chen, Hua. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:253-284.

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2020Dissecting interbank risk using basis swap spreads. (2020). Serrano, Pedro ; Ruiz, Jesus ; Petit, Nuria ; Lafuente, Juan Angel. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:729-757.

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2020Corporate investment and the exchange rate : The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_006.

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2021Testing and Modelling Time Series with Time Varying Tails. (2021). Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2111.

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

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2020Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674.

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2020Cross-border spillover effects of macroprudential policies: a conceptual framework. (2020). Reinhardt, Dennis ; Kok, Christoffer ; On, Task Force . In: Occasional Paper Series. RePEc:ecb:ecbops:2020242.

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2020Firm-specific shocks and contagion: are banks special?. (2020). Stracca, Livio ; Engljahringer, Hannah Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20202481.

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2020Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20202499.

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2020How government regulation of interbank financing impacts risk for Chinese commercial banks. (2020). Fu, Jingyuan ; Liu, Bai ; Wang, Shuyao ; Zhang, Ailian. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007819300983.

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2020Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000.

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2020Reconstructing and stress testing credit networks. (2020). Ramadiah, Amanah ; Fricke, Daniel ; Caccioli, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x.

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2020Dynamic interbank network analysis using latent space models. (2020). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301897.

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2020A consistent stochastic model of the term structure of interest rates for multiple tenors. (2020). Schlogl, Erik ; Grasselli, Martino ; Alfeus, Mesias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300312.

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

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2020Spatial analysis of liquidity risk in China. (2020). Lee, Chien-Chiang ; Chen, Ting-Hsuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301214.

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2020Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Arreola. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169.

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

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2020Macroeconomic adjustment in the euro area. (2020). Terzi, Alessio. In: European Economic Review. RePEc:eee:eecrev:v:128:y:2020:i:c:s0014292120301471.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2020Interest rate swaps clearing and systemic risk. (2020). Wolfe, Simon ; Gerding, Enrico H ; Bakoush, Mohamed. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318305208.

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2020Financial networks and systemic risk in Chinas banking system. (2020). Sun, Lixin. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231930368x.

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2020Empirical analysis and forecasting of multiple yield curves. (2020). Lutkebohmert, Eva ; Gerhart, Christoph. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:59-78.

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2020Contagion in a network of heterogeneous banks. (2020). Genay, Ramazan ; Xue, YI ; Tseng, Michael C ; Pang, Hao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302985.

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

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2020Stock extreme illiquidity and the cost of capital. (2020). Samet, Anis ; Saad, Mohsen ; Belkhir, Mohamed. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300128.

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2020Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure. (2020). Lloyd, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301771.

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2020Bank credit supply and firm innovation behavior in the financial crisis. (2020). Giebel, Marek ; Kraft, Kornelius. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302235.

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2020Financial development and innovation-led growth: Is too much finance better?. (2020). Kim, Jaebeom ; Asimakopoulos, Stylianos ; Zhu, Xiaoyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560618307587.

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2020Forecasting recessions: the importance of the financial cycle. (2020). BORIO, Claudio ; Xia, Fan Dora ; Drehmann, Mathias. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030183x.

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2020Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

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2020Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets. (2020). Luo, Jun ; Zeng, Qianru ; Wang, Yutong ; Chen, Tingqiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s037843711931698x.

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2021Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela ; Tabak, Benjamin Miranda. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307172.

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2021A study of systemic risk of global stock markets under COVID-19 based on complex financial networks. (2021). Hu, Yibo ; Lai, Yujie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309110.

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2020Liquidity policies and financial fragility. (2020). Beteto, Danilo Lopomo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:135-153.

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2020Internationalization and the capital structure of firms in emerging markets: Evidence from Latin America before and after the financial crisis. (2020). Stephen, Sheryl-Ann ; Duran, Mauricio Melgarejo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920303329.

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2020Market microstructure, banks behaviour and interbank spreads: evidence after the crisis. (2020). Germano, Guido ; Gabbi, Giampaolo ; Iori, Giulia ; Kapar, Burcu. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100467.

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2020Contagion in derivatives markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100868.

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2021Compound poisson models for weighted networks with applications in finance. (2020). , Luitgard ; Gandy, Axel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104185.

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2020Intermediation in the Interbank Lending Market. (2020). Craig, Ben R ; Ma, Yiming. In: Working Papers. RePEc:fip:fedcwq:87581.

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2020The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?. (2020). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09705-z.

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2020InSTA – integrated stress-testing approach at NBP. The past, present and future perspectives. (2020). Krzesicki, Oskar ; Borsuk, Marcin. In: NBP Working Papers. RePEc:nbp:nbpmis:325.

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2020Contingent Linear Financial Networks. (2020). Rigobon, Roberto ; Dahleh, Munther A ; Jiang, Bomin. In: NBER Working Papers. RePEc:nbr:nberwo:26814.

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2021Network Based Evidence of the Financial Impact of Covid-19 Pandemic. (2021). Ahelegbey, Daniel Felix ; Scaramozzino, Roberta ; Cerchiello, Paola. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0198.

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2020The Risk-Taking Channel in the US: A GVAR Approach. (2020). Caglayan, Mustafa ; Mouratidis, Kostas ; Alzuabi, Raslan. In: MPRA Paper. RePEc:pra:mprapa:101391.

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2020The Effectiveness of Futures-based Foreign Exchange Intervention: Comparative Studies of Brazil and India. (2020). Syarifuddin, Ferry ; Izzulhaq, Syahid. In: MPRA Paper. RePEc:pra:mprapa:104709.

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2020Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis. (2020). Gabbi, Giampaolo ; Germano, Guido ; Iori, Giulia ; Kapar, Burcu. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00248-3.

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2020A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets. (2020). Kurosaki, Tetsuo ; Sakurai, Yuji . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00260-7.

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2020Interbank rules during economic declines: Can banks safeguard capital base?. (2020). Steinbacher, Mitja ; Jagri, Timotej. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-018-0228-5.

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2021Quantifying the importance of different contagion channels as sources of systemic risk. (2021). Siebenbrunner, Christoph. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00286-2.

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2020Interbank borrowing and lending between financially constrained banks. (2020). Dietrich, Diemo ; Hauck, Achim. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01220-9.

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2020A dynamic network model to measure exposure diversification in the Austrian interbank market. (2020). Rastelli, Riccardo ; Hledik, Juraj. In: ESRB Working Paper Series. RePEc:srk:srkwps:2020109.

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2020Realized volatility, jump and beta: evidence from Canadian stock market. (2020). Chowdhury, Biplob ; Gajurel, Dinesh. In: Working Papers. RePEc:tas:wpaper:35107.

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2020Risk contagion in the cross‐border banking network: Some new evidence. (2020). Peng, Fei ; Salim, Ruhul ; Chen, Bing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:475-495.

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2020Interbank risk assessment: A simulation approach. (2020). Siemsen, Thomas ; Vilsmeier, Johannes ; Jager, Maximilian. In: Discussion Papers. RePEc:zbw:bubdps:232020.

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2020Backtesting macroprudential stress tests. (2020). Caccioli, Fabio ; Fricke, Daniel ; Ramadiah, Amanah. In: Discussion Papers. RePEc:zbw:bubdps:452020.

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2020The devil is in the details, but so is salvation: Different approachesin money market measurement. (2020). Paulick, Jan ; Muller, Alexander. In: Discussion Papers. RePEc:zbw:bubdps:662020.

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2020Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?. (2020). Mateane, Lebogang. In: EconStor Preprints. RePEc:zbw:esprep:227484.

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2020R&D investment under financing constraints. (2020). Kraft, Kornelius ; Giebel, Marek. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20018.

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Christian Upper is editor of


Journal
BIS Quarterly Review

Works by Christian Upper:


YearTitleTypeCited
2017Capital Misallocation and Financial Development: A Sector-Level Analysis In: Temi di discussione (Economic working papers).
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paper3
2017Capital misallocation and financial development: A sector-level analysis.(2017) In: BIS Working Papers.
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This paper has another version. Agregated cites: 3
paper
2017CAPITAL MISALLOCATION AND FINANCIAL DEVELOPMENT: A SECTOR-LEVEL ANALYSIS.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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This paper has another version. Agregated cites: 3
paper
2001Estimating bilateral exposures in the German interbank market: is there a danger of contagion? In: BIS Papers chapters.
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chapter372
2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?.(2004) In: European Economic Review.
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This paper has another version. Agregated cites: 372
article
2002Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?.(2002) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 372
paper
2001Measuring liquidity under stress In: BIS Papers chapters.
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chapter1
2001How safe was the Safe Haven? Financial market liquidity during the 1998 turbulences In: BIS Papers chapters.
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chapter13
2000How safe was the safe haven? Financial market liquidity during the 1998 turbulences.(2000) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 13
paper
2002How resilient are financial markets to stress? Bund futures and bonds during the 1998 turbulence In: BIS Papers chapters.
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chapter11
2003Real long-term interest rates and monetary policy: a cross-country perspective In: BIS Papers chapters.
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chapter8
2016Inflation mechanisms, expectations and monetary policy - Overview In: BIS Papers chapters.
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chapter1
2017Macroprudential frameworks, implementation and relationship with other policies In: BIS Papers chapters.
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chapter2
2017Macroprudential frameworks: implementation and effectiveness In: BIS Papers chapters.
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chapter2
2017Building Resilience to Global Risks: Challenges for African Central Banks In: BIS Papers.
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book0
2006Derivatives activity and monetary policy In: BIS Quarterly Review.
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article5
2007Economic derivatives In: BIS Quarterly Review.
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article2
2007The covered bond market In: BIS Quarterly Review.
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article16
2007Changing post-trading arrangements for OTC derivatives In: BIS Quarterly Review.
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article11
2008What drives interbank rates? Evidence from the Libor panel In: BIS Quarterly Review.
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article108
2010Debt reduction after crises In: BIS Quarterly Review.
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article23
2013The OTC interest rate derivatives market in 2013 In: BIS Quarterly Review.
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article4
2016Emerging derivatives markets? In: BIS Quarterly Review.
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article11
2018Mortgages, developers and property prices In: BIS Quarterly Review.
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article0
2007The tail wags the dog: time-varying information shares in the Bund market In: BIS Working Papers.
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2002Tail Wags Dog? Time-Varying Information Shares in the Bund Market.(2002) In: Discussion Paper Series 1: Economic Studies.
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2007Using counterfactual simulations to assess the danger of contagion in interbank markets In: BIS Working Papers.
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2013Credit and growth after financial crises In: BIS Working Papers.
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paper11
2016Labour reallocation and productivity dynamics: financial causes, real consequences In: BIS Working Papers.
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paper49
2018Are banks opaque? Evidence from insider trading In: BIS Working Papers.
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2009Financial Crises and Economic Activity In: CEPR Discussion Papers.
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2009Financial crises and economic activity.(2009) In: Proceedings - Economic Policy Symposium - Jackson Hole.
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2009Financial Crises and Economic Activity.(2009) In: NBER Working Papers.
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2002Time variation in the tail behaviour of bunds futures returns In: Working Paper Series.
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paper7
2002Time Variation in the Tail Behaviour of Bund Futures Returns.(2002) In: Discussion Paper Series 1: Economic Studies.
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2011Simulation methods to assess the danger of contagion in interbank markets In: Journal of Financial Stability.
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2012The ESRB at 1 In: SUERF Studies.
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2017New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues In: SUERF Studies.
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2018Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies.
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2001Do institutional safeguards limit the danger of contagion in the German interbank market? In: Proceedings.
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paper0
2004Time variation in the tail behavior of Bund future returns In: Journal of Futures Markets.
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article12
2002Time Variation in the Tail Behaviour of Bund Futures Returns.(2002) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 12
paper

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