Christoffer Kok : Citation Profile

Are you Christoffer Kok?

European Central Bank

18

H index

27

i10 index

1544

Citations

RESEARCH PRODUCTION:

23

Articles

53

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 110
   Journals where Christoffer Kok has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 37 (2.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko232
   Updated: 2024-04-18    RAS profile: 2021-01-02    
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Relations with other researchers

Works with:

DARRACQ PARIES, Matthieu (5)

Aldasoro, Iñaki (3)

Rottner, Matthias (2)

Covi, Giovanni (2)

battiston, stefano (2)

Mongelli, Francesco (2)

Halaj, Grzegorz (2)

Pancaro, Cosimo (2)

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

Is cited by:

DARRACQ PARIES, Matthieu (23)

Teranishi, Yuki (23)

Nikolov, Kalin (22)

Halaj, Grzegorz (18)

Signoretti, Federico (18)

Farmer, J. (17)

Aldasoro, Iñaki (16)

Fujiwara, Ippei (15)

Agénor, Pierre-Richard (14)

Papadopoulou, Niki (14)

Covi, Giovanni (14)

Cites to:

DARRACQ PARIES, Matthieu (27)

Berger, Allen (21)

Shin, Hyun Song (21)

Gambacorta, Leonardo (20)

battiston, stefano (20)

Halaj, Grzegorz (19)

Mendicino, Caterina (19)

Bernanke, Ben (17)

Shleifer, Andrei (16)

Pesaran, Mohammad (15)

Rajan, Raghuram (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
Working Papers / Banco de Espaa2
IMF Working Papers / International Monetary Fund2

Recent works citing Christoffer Kok (2024 and 2023)

YearTitle of citing document
2023.

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

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2023Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2023). Reale, Jessica. In: Papers. RePEc:arx:papers:2306.05860.

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2023Are there financial stability gains from international macroprudential policy coordination?. (2023). Zhang, Xiao ; Liu, Xiaoyu. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:575-596.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149.

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2023.

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2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023The more the merrier? Macroprudential instrument interactions and effective policy implementation. (2023). Saldias, Martin ; Tereanu, Eugen ; Vauhkonen, Jukka ; Prapiestis, Algirdas ; Tuomikoski, Kristiina ; Pirovano, Mara ; Silva, Fatima ; Lima, Diana ; Serra, Diogo ; Kouratzoglou, Charalampos ; Sangare, Ibrahima ; Jurca, Pavol ; Lennartsdotter, Petra ; Hallissey, Niamh ; Granlund, Peik ; lo Duca, Marco ; Giedrait, Edita ; Bartal, Mehdi. In: Occasional Paper Series. RePEc:ecb:ecbops:2023310.

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2023Recent advances in the literature on capital flow management. (2023). Wesołowski, Grzegorz ; Theofilakou, Anastasia ; CEZAR, Rafael ; van den Hove, Floriane ; Eijking, Carlijn ; Scheubel, Beatrice ; Bruggemann, Axel ; Landi, Valerio Nispi ; Berganza, Juan Carlos ; Naef, Alain ; Beck, Roland ; Sanchez, Luis Molina ; Moder, Isabella ; Marsilli, Clement ; Kreitz, Lilian ; Alves, Joel Graa ; Fuentes, Alberto ; Wesoowski, Grzegorz ; Eller, Markus. In: Occasional Paper Series. RePEc:ecb:ecbops:2023317.

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2023Why European banks adjust their dividend payouts?. (2023). Jarmuzek, Mariusz ; Grodzicki, Maciej ; Belloni, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20232765.

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2023Euro area banks’ market power, lending channel and stability: the effects of negative policy rates. (2023). Pancaro, Cosimo ; Kok, Christoffer ; Avignone, Giuseppe ; Altunbas, Yener. In: Working Paper Series. RePEc:ecb:ecbwps:20232790.

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2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806.

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2023The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232828.

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2023Life insurance convexity. (2023). Kubitza, Christian ; Grundl, Helmut ; Grochola, Nicolaus. In: Working Paper Series. RePEc:ecb:ecbwps:20232829.

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2023Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870.

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2023Reconstruction of international energy trade networks with given marginal data: A comparative analysis. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Wang, Zhi-Yuan ; Xu, Hai-Chuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103.

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2023Monetary and macroprudential policy interactions in a model of the euro area. (2023). Dennis, Richard ; Ilbas, Pelin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001124.

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2023Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185.

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2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001409.

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2023Income inequality as long-term conditioning factor of monetary transmission to bank rates. (2023). Siranova, Maria ; Fisera, Boris ; Domonkos, Tomas. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003048.

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2023Topological properties of reconstructed credit networks and banking systemic risk. (2023). Li, Menyu ; Chen, Boyi ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360.

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2023Does climate legislation matter for bank lending? Evidence from MENA countries. (2023). Ghosh, Saibal. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001866.

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2023Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338.

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2023Optimal network compression. (2023). Feinstein, Zachary ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1439-1455.

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2023Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391.

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2023Banking market power and its determinants: New insights from MENA countries. (2023). Coccorese, Paolo ; Chaffai, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000092.

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2023Legal enforcement and fintech credit: International evidence. (2023). Xu, Haofeng ; Sun, Hanwen ; Ji, Jiao ; Peng, Hongfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:214-231.

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2023Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557.

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2023Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109.

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2023Does individual SREP results reveal real news?. (2023). Venturelli, Valeria ; Ferretti, Riccardo ; Azzaretto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005561.

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2023Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074.

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2023Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207.

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2023Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323.

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2023The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414.

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2023Bank resolution mechanisms revisited: Towards a new era of restructuring. (2023). Tsomocos, Dimitrios P ; Kryg, Natalia ; Hryckiewicz, Aneta. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s157230892300058x.

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2023Competition and banking efficiency in the WAEMU: The role of multinationals and institutions. (2023). Couchoro, Mawuli Kodjovi ; Aguey, Segnon ; Nantob, N'Yilimon ; Kuessi, Richard. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:45-62.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2023Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?. (2023). Tarazi, Amine ; de Jonghe, Olivier ; Bakkar, Yassine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426619300494.

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2023Inefficient liquidity creation. (2023). Schempp, Paul ; Luck, Stephan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000493.

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2023The disciplining effect of supervisory scrutiny in the EU-wide stress test. (2023). Pancaro, Cosimo ; Müller, Carola ; Ongena, Steven ; Muller, Carola ; Kok, Christoffer. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000687.

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2023A finance approach to climate stress testing. (2023). van Dijk, Mathijs ; Schoenmaker, Dirk ; Reinders, Henk Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002005.

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2023Crude oil price shocks, volatility spillovers, and global systemic financial risk transmission mechanisms: Evidence from the stock and foreign exchange markets. (2023). Zhang, Jianshun ; Chen, Jianyu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s030142072300586x.

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2023Countercyclical prudential tools in an estimated DSGE model. (2023). Garcia Cicco, Javier ; Ponce, Jorge ; Garcia-Cicco, Javier ; Frache, Serafin. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:3:s2666143823000169.

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2023The signalling channel of negative interest rates. (2023). de Groot, Oliver ; Haas, Alexander. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:87-103.

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2023Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Liu, Jiahui ; Ding, YI ; Yan, Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123006994.

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2023The effects of countercyclical leverage buffers on macroeconomic and financial stability. (2023). Pozo, Jorge. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:194-217.

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2023Monetary tightening in the Euro Area: Implications for residential investment. (2023). McQuinn, Kieran ; Egan, Paul. In: Papers. RePEc:esr:wpaper:wp767.

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2023.

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2023Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743.

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2023Bank Lending and the European Debt Crisis: Evidence from a New Survey. (2023). Orame, Andrea. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:1:a:5.

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2023Identifying Systemically Important Banks Based on an Improved DebtRank Model. (2023). Li, Shouwei ; Wang, HU. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10309-8.

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2023Funding Stability and the Pricing of Retail Rates: Evidence from Turkish Banking Sector. (2023). Capacioglu, Tanju ; Alper, Koray. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2309.

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2023Credit risk linkages in the international banking network, 2000–2019. (2023). Parfenov, Daniil ; Stolbov, Mikhail. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00126-0.

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2023Assessing and forecasting the market risk of bank securities holdings: a data-driven approach. (2023). Bianchi, Michele Leonardo. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:4:d:10.1057_s41283-023-00131-3.

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2023anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052.

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2023The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w.

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2023Climate-induced liquidity crises: interbank exposures and macroprudential implications. (2023). Pham, Anh Duy ; Reale, Jessica ; D'Orazio, Paola. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep059.

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2023The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Discussion Papers. RePEc:zbw:bubdps:192023.

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Works by Christoffer Kok:

YearTitleTypeCited
2019Interconnected Banks and Systemically Important Exposures In: Staff Working Papers.
[Full Text][Citation analysis]		paper16
2019Interconnected banks and systemically important exposures.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 16		paper
2007A new approach to measuring competition in the loan markets of the euro area In: Working Papers.
[Full Text][Citation analysis]		paper134
2007A new approach to measuring competition in the loan markets of the euro area.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 134		paper
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 nother version. Agregated cites: 134		paper
2011A new approach to measuring competition in the loan markets of the euro area.(2011) In: Applied Economics.
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This paper has nother version. Agregated cites: 134		article
2008Impact of bank competition on the interest rate pass-through in the euro area In: Working Papers.
[Full Text][Citation analysis]		paper169
2008Impact of bank competition on the interest rate pass-through in the euro area.(2008) In: Working Paper Series.
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This paper has nother version. Agregated cites: 169		paper
2011Impact of bank competition on the interest rate pass-through in the euro area.(2011) In: Post-Print.
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2013Impact of bank competition on the interest rate pass-through in the euro area.(2013) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 169		article
2008Impact of bank competition on the interest rate pass-through in the euro area.(2008) In: Working Papers.
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2012Modelling loans to non-financial corporations in the euro area In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper14
2009Modelling loans to non-financial corporations in the euro area.(2009) In: Working Paper Series.
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2020Contagion Accounting In: BIS Working Papers.
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2020Contagion accounting.(2020) In: Bank of England working papers.
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2020Contagion accounting.(2020) In: Working Paper Series.
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2019Mapping bank securities across euro area sectors: comparing funding and exposure networks In: Bank of England working papers.
[Full Text][Citation analysis]		paper8
2019Mapping bank securities across euro area sectors: comparing funding and exposure networks.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 8		paper
2018Using large exposure data to gauge the systemic importance of SSM significant institutions In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article4
2019The disciplining effect of supervisory scrutiny on banks’ risk-taking: evidence from the EU wide stress test In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article1
2020Enhancing macroprudential space when interest rates are “low for long” In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article4
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]		paper38
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]		paper4
2019The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2020Cross-border spillover effects of macroprudential policies: a conceptual framework In: Occasional Paper Series.
[Full Text][Citation analysis]		paper5
2006Bank interest rate pass-through in the euro area: a cross country comparison In: Working Paper Series.
[Full Text][Citation analysis]		paper188
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]		paper93
2014The Dynamics of Bank Spreads and Financial Structure.(2014) In: Quarterly Journal of Finance (QJF).
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2007Mortgage interest rate dispersion in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper28
2010Do bank loans and credit standards have an effect on output? A panel approach for the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper52
2010Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper159
2011Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area.(2011) In: International Journal of Central Banking.
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2010The impact of supply constraints on bank lending in the euro area - crisis induced crunching? In: Working Paper Series.
[Full Text][Citation analysis]		paper65
2013Assessing interbank contagion using simulated networks In: Working Paper Series.
[Full Text][Citation analysis]		paper86
2013Assessing interbank contagion using simulated networks.(2013) In: Computational Management Science.
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2013Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR In: Working Paper Series.
[Full Text][Citation analysis]		paper42
2013Bank reactions after capital shortfalls In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2013Bank reactions after capital shortfalls.(2013) In: Working Paper Research.
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2014Modeling emergence of the interbank networks In: Working Paper Series.
[Full Text][Citation analysis]		paper51
2015Modelling the emergence of the interbank networks.(2015) In: Quantitative Finance.
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2016The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model In: Working Paper Series.
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2016Bank capital structure and the credit channel of central bank asset purchases In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2016When shadows grow longer: shadow banking with endogenous entry In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2016Multi-layered interbank model for assessing systemic risk In: Working Paper Series.
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2013Multi-layered interbank model for assessing systemic risk.(2013) In: Kiel Working Papers.
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2017The systemic implications of bail-in: a multi-layered network approach In: Working Paper Series.
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2018The systemic implications of bail-in: A multi-layered network approach.(2018) In: Journal of Financial Stability.
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2017A stochastic forward-looking model to assess the profitability and solvency of European insurers In: Working Paper Series.
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2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: ICIR Working Paper Series.
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2016A stochastic forward-looking model to assess the profitability and solvency of European insurers.(2016) In: SAFE Working Paper Series.
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2017Macro stress testing euro area banks fees and commissions In: Working Paper Series.
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2019Macro stress testing euro area banks’ fees and commissions.(2019) In: Journal of International Financial Markets, Institutions and Money.
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2017Do stress tests matter? Evidence from the 2014 and 2016 stress tests In: Working Paper Series.
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2019Leaning against the wind: macroprudential policy and the financial cycle In: Working Paper Series.
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2019CoMap: mapping contagion in the euro area banking sector In: Working Paper Series.
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2019CoMap: Mapping Contagion in the Euro Area Banking Sector.(2019) In: IMF Working Papers.
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2019Macroprudential policy in a monetary union with cross-border banking In: Working Paper Series.
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2020Macroprudential policy measures: macroeconomic impact and interaction with monetary policy In: Working Paper Series.
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2020Reversal interest rate and macroprudential policy In: Working Paper Series.
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2013Exploring the Nexus between Macro-Prudential Policies and Monetary Policy Measures In: Financial Stability Review.
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2013Gauging the Effectiveness of Cross-Sectional Macro-Prudential Tools through the Lens of Interbank Networks In: Financial Stability Review.
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2014Recent Experience of European Countries with Macro-Prudential Policy In: Financial Stability Review.
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2015Bank Profitability Challenges in Euro Area Banks: the Role of Cyclical and Structural Factors In: Financial Stability Review.
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2015Euro area insurers and the low interest rate environment In: Financial Stability Review.
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2015Quantifying the Policy Mix in a Monetary Union with National Macroprudential Policies In: Financial Stability Review.
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2016Systemic Implications of the European Bail-In Tool: a Multi-Layered Network Analysis In: Financial Stability Review.
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2016Recent Trends in Euro Area Banks Business Models and Implications for Banking Sector Stability In: Financial Stability Review.
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2016Adapting Bank Business Models: Financial Stability Implications of Greater Reliance on Fee and Commission Income In: Financial Stability Review.
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2018How can euro area banks reach sustainable profitability in the future? In: Financial Stability Review.
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2019Macroprudential space and current policy trade-offs in the euro area In: Financial Stability Review.
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2020Financial stability considerations arising from the interaction of coronavirus-related policy measures In: Financial Stability Review.
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2017Competition and contestability in bank retail markets In: Chapters.
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2017Shadow Banking and Market Discipline on Traditional Banks In: IMF Working Papers.
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