Christian Upper : Citation Profile

Are you Christian Upper?

Bank for International Settlements (BIS)

13

H index

17

i10 index

1559

Citations

RESEARCH PRODUCTION:

13

Articles

17

Papers

3

Books

8

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 86
   Journals where Christian Upper has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 6 (0.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pup18
   Updated: 2024-04-18    RAS profile: 2020-04-20    
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Relations with other researchers

Works with:

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

Is cited by:

BORIO, Claudio (28)

Craig, Ben (21)

Aldasoro, Iñaki (18)

Kok, Christoffer (16)

von Peter, Goetz (15)

Silva, Thiago (14)

Anand, Kartik (14)

Lelyveld, Iman (13)

Drehmann, Mathias (12)

Halaj, Grzegorz (12)

Kapadia, Sujit (11)

Cites to:

Reinhart, Carmen (15)

BORIO, Claudio (12)

Rogoff, Kenneth (11)

Terrones, Marco (10)

Claessens, Stijn (9)

Rochet, Jean (8)

Cecchetti, Stephen (8)

Yorulmazer, Tanju (6)

Kose, Ayhan (6)

von Peter, Goetz (6)

Reis, Ricardo (6)

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 (2024 and 2023)

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

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2023Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134.

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2023Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081.

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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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2023Where does the risk lie? Systemic risk and tail risk networks in the Chinese financial market. (2023). Gao, Chenyin ; Deng, Yang. In: Pacific Economic Review. RePEc:bla:pacecr:v:28:y:2023:i:2:p:167-190.

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2023Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000.

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2023.

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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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2023Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069.

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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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2023Rural banking spatial competition and stability. (2023). Amanda, Citra. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:492-504.

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2023Robust investment and hedging policy with limited commitment. (2023). Liang, Yongtang ; Wu, Yaoyao ; Ma, Jinrun. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001566.

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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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2023Inclusion of the RMB in SDRs and the impossible trinity in China. (2023). Yuan, Fan ; Le, Duong Thuy ; Feng, Ling. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000036.

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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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2023Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Mo, Wan-Shin ; Chiang, Shu-Hen ; Chen, Yu-Lun. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681.

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2023How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

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2023Explaining and modeling the mediating role of energy consumption between financial development and carbon emissions. (2023). Akan, Taner. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007065.

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2023Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479.

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2023FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Kamal, Elham ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004713.

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2023Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396.

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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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2023An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2023). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001895.

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2023Panic and propagation in 1873: A network analytic approach. (2023). Rousseau, Peter ; Ladley, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000699.

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2023Assessing and mitigating fire sales risk under partial information. (2023). Maria, Luitgard Anna ; Pang, Raymond Ka-Kay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001875.

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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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2023Fair immunization and network topology of complex financial ecosystems. (2023). Markose, Sheri ; Manfredi, Sabato ; Giansante, Simone. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000110.

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2023The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119.

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2023The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Panzica, Roberto ; Billio, Monica. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223.

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2023Long-term liquidity effects of large-scale asset purchase programs: Evidence from the euro covered bond market. (2023). Weigerding, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:244-264.

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2023Deposit insurance system, risk-adjusted premium and bank systemic risk: Evidence from China. (2023). Shen, Chuang ; Chen, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000958.

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2023Assessing and mitigating fire sales risk under partial information. (2023). , Luitgard ; Pang, Raymond Ka-Kay. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120171.

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2023Options on Interbank Rates and Implied Disaster Risk. (2023). Seo, Sang Byung ; Kim, Hyung Joo ; Doshi, Hitesh. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-54.

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2023The Costs of Agglomeration: Misallocation of Credit in Chinese Cities. (2023). Chen, Haiquan ; Tian, YU ; Liu, LU. In: Land. RePEc:gam:jlands:v:12:y:2023:i:3:p:578-:d:1082932.

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2023Managing Information Sensitivity: The Relationship between the Interbank Offered Rate and the Characteristics of Bank-Issued Wealth Management Products in China. (2023). Chen, Chunhui ; Bai, Gang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1392-:d:1032318.

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2023Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805.

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2023Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia. (2023). Škrinjarić, Tihana. In: Working Papers. RePEc:hnb:wpaper:72.

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2023Easier said than done: Predicting downside risks to house prices in Croatia. (2023). Škrinjarić, Tihana ; Sabol, Maja. In: Working Papers. RePEc:hnb:wpaper:73.

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

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2023Risk contagion of bank-firm loan network: evidence from China. (2023). Shen, Jim Huangnan ; Lee, Chien-Chiang ; Hao, Qingmin. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-022-00237-w.

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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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2023Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2017). Erce, Aitor ; Balteanu, Irina. In: Working Papers. RePEc:stm:wpaper:22.

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2023Regulation with Externalities and Misallocation in General Equilibrium. (2023). Schaab, Andreas ; Clayton, Christopher. In: TSE Working Papers. RePEc:tse:wpaper:128146.

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2023Effects of mergers on network models of the financial system. (2023). Heckmann, Lotta ; Nevermann, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:280415.

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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).
[Full Text][Citation analysis]		paper8
2017Capital misallocation and financial development: A sector-level analysis.(2017) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2017CAPITAL MISALLOCATION AND FINANCIAL DEVELOPMENT: A SECTOR-LEVEL ANALYSIS.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2001Estimating bilateral exposures in the German interbank market: is there a danger of contagion? In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter526
2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?.(2004) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 526		article
2002Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?.(2002) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 526		paper
2001Measuring liquidity under stress In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter1
2001How safe was the Safe Haven? Financial market liquidity during the 1998 turbulences In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter17
2000How safe was the safe haven? Financial market liquidity during the 1998 turbulences.(2000) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2002How resilient are financial markets to stress? Bund futures and bonds during the 1998 turbulence In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter12
2003Real long-term interest rates and monetary policy: a cross-country perspective In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter10
2016Inflation mechanisms, expectations and monetary policy - Overview In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter4
2017Macroprudential frameworks, implementation and relationship with other policies In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter7
2017Macroprudential frameworks: implementation and effectiveness In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter8
2017Building Resilience to Global Risks: Challenges for African Central Banks In: BIS Papers.
[Full Text][Citation analysis]		book2
2006Derivatives activity and monetary policy In: BIS Quarterly Review.
[Full Text][Citation analysis]		article5
2007Economic derivatives In: BIS Quarterly Review.
[Full Text][Citation analysis]		article2
2007The covered bond market In: BIS Quarterly Review.
[Full Text][Citation analysis]		article19
2007Changing post-trading arrangements for OTC derivatives In: BIS Quarterly Review.
[Full Text][Citation analysis]		article11
2008What drives interbank rates? Evidence from the Libor panel In: BIS Quarterly Review.
[Full Text][Citation analysis]		article168
2010Debt reduction after crises In: BIS Quarterly Review.
[Full Text][Citation analysis]		article25
2013The OTC interest rate derivatives market in 2013 In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2016Emerging derivatives markets? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article20
2018Mortgages, developers and property prices In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2007The tail wags the dog: time-varying information shares in the Bund market In: BIS Working Papers.
[Full Text][Citation analysis]		paper32
2002Tail Wags Dog? Time-Varying Information Shares in the Bund Market.(2002) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2007Using counterfactual simulations to assess the danger of contagion in interbank markets In: BIS Working Papers.
[Full Text][Citation analysis]		paper71
2013Credit and growth after financial crises In: BIS Working Papers.
[Full Text][Citation analysis]		paper13
2016Labour reallocation and productivity dynamics: financial causes, real consequences In: BIS Working Papers.
[Full Text][Citation analysis]		paper80
2018Are banks opaque? Evidence from insider trading In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2009Financial Crises and Economic Activity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper108
2009Financial crises and economic activity.(2009) In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 108		article
2009Financial Crises and Economic Activity.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 108		paper
2002Time variation in the tail behaviour of bunds futures returns In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2002Time Variation in the Tail Behaviour of Bund Futures Returns.(2002) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2011Simulation methods to assess the danger of contagion in interbank markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article375
2012The ESRB at 1 In: SUERF Studies.
[Full Text][Citation analysis]		book0
2018Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies.
[Full Text][Citation analysis]		book2
2001Do institutional safeguards limit the danger of contagion in the German interbank market? In: Proceedings.
[Citation analysis]		paper0
2004Time variation in the tail behavior of Bund future returns In: Journal of Futures Markets.
[Full Text][Citation analysis]		article16
2002Time Variation in the Tail Behaviour of Bund Futures Returns.(2002) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper

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