5
H index
3
i10 index
87
Citations
Deutsche Bundesbank | 5 H index 3 i10 index 87 Citations RESEARCH PRODUCTION: 5 Articles 14 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Gross. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Technical Papers / Deutsche Bundesbank | 3 |
| CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster | 3 |
| Year | Title of citing document |
|---|---|
| 2024 | Measuring and benchmarking time-varying market efficiency. (2024). Mu, Yali. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344294. Full description at Econpapers || Download paper |
| 2024 | Measuring and benchmarking time-varying market efficiency. (2024). Mu, Yali. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:iaae24:344294. Full description at Econpapers || Download paper |
| 2025 | Systemic Risk in the European Insurance Sector. (2025). Borri, Nicola ; di Giorgio, Giorgio ; Consiglio, Andrea ; Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:2505.02635. Full description at Econpapers || Download paper |
| 2024 | Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402. Full description at Econpapers || Download paper |
| 2024 | Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x. Full description at Econpapers || Download paper |
| 2024 | Systemic risk effects of climate transition on financial stability. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006549. Full description at Econpapers || Download paper |
| 2024 | Recent evidence on the sovereign-bank nexus in the euro area. (2024). Pancaro, Cosimo ; Bochmann, Paul ; Kagerer, Benedikt. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011371. Full description at Econpapers || Download paper |
| 2025 | Debt risk spillover and driving mechanism of China’s local government financing platforms. (2025). Ouyang, Hongbing ; Long, Tianqi. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325008074. Full description at Econpapers || Download paper |
| 2024 | Spillovers in Europe: The role of ESG. (2024). Paterlini, Sandra ; Bax, Karoline ; Bonaccolto, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000068. Full description at Econpapers || Download paper |
| 2025 | Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion. (2025). Ding, Jiajun ; Ji, Yuanpu ; Zhang, Rongrong ; Sun, Jiaojiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000502. Full description at Econpapers || Download paper |
| 2024 | Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Guo, Wenjing ; Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x. Full description at Econpapers || Download paper |
| 2025 | Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis. (2025). Wu, Xinyu ; Liu, Xiaoli ; Hau, Liya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003957. Full description at Econpapers || Download paper |
| 2025 | Is There a Common Financial Cycle in Systemic Economies?. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:119-:d:1598489. Full description at Econpapers || Download paper |
| 2024 | The hedging efficiency of wheat futures in various types of farms in Germany. (2024). Hirschauer, Norbert ; Sigl, Lukas. In: SocArXiv. RePEc:osf:socarx:pvq9t. Full description at Econpapers || Download paper |
| 2024 | Why European banks adjust their dividend payouts?. (2024). Jarmuzek, Mariusz ; Belloni, Marco ; Grodzicki, Maciej. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:3:d:10.1057_s41261-023-00221-y. Full description at Econpapers || Download paper |
| 2025 | Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR. (2025). GUPTA, RANGAN ; Bouri, Elie ; Karmakar, Sayar ; Bonaccolto, Giovanni. In: Working Papers. RePEc:pre:wpaper:202538. Full description at Econpapers || Download paper |
| 2025 | Agricultural zoning of Coffea arabica in Brazil for current and future climate scenarios: implications for the coffee industry. (2025). Rolim, Glauco Souza ; Silva, Jos Reinaldo ; Lima, Rafael Fausto ; Torsoni, Guilherme Botega ; Lorenone, Pedro Antonio ; Oliveira, Lucas Eduardo. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:2:d:10.1007_s10668-023-04066-3. Full description at Econpapers || Download paper |
| 2025 | The impact of futures trade on the informational efficiency of the U.S. REIT market. (2025). Sohn, Sungbin ; Jeong, Minhyuk ; Jang, Hanwool ; Ahn, Kwangwon. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00715-2. Full description at Econpapers || Download paper |
| 2025 | Three extensions of the map of the euro area financial system. (2025). Serrano, Antonio Snchez. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202527. Full description at Econpapers || Download paper |
| 2024 | Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐ and post‐COVID‐19. (2024). Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus ; Assaf, Ata. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:27-56. Full description at Econpapers || Download paper |
| 2024 | A tale of two contracts: Was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?. (2024). Xiong, Tao ; Li, Miao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:281-301. Full description at Econpapers || Download paper |
| 2025 | Price Discovery in Bitcoin Spot or Futures? The Jury Is Out. (2025). Frino, Alex ; Webb, Robert I ; Gaudiosi, Robert ; Zhou, Ivy Z. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:4:p:269-288. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preis- absicherungsinstrument In: Thünen Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preisabsicherungsinstrument.(2017) In: Thünen Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2015 | Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin? In: CQE Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2016 | Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?.(2016) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2015 | Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2016 | The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets In: CQE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2019 | The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets.(2019) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | Examining the Common Dynamics of Commodity Futures Prices In: CQE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Prospects for euro area bank lending margins in an extended low-for-longer interest rate environment In: Financial Stability Review. [Full Text][Citation analysis] | article | 6 |
| 2021 | Macro-stress testing dividend income. Evidence from euro area banks In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2019 | Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2018 | Analyzing credit risk transmission to the non-financial sector in Europe: a network approach.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2020 | Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2019 | Analyzing credit risk transmission to the non-financial sector in Europe: a network approach.(2019) In: VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2020 | The global dimensions of macroprudential policy In: Report of the Advisory Scientific Committee. [Full Text][Citation analysis] | paper | 10 |
| 2025 | Climate stress test for the German banking sector: Impact of the green transition on corporate loan portfolios In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Sensitivity analysis of climate-related transition risks in the German financial sector In: Technical Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Sensitivitätsanalyse klimabezogener Transitionsrisiken des deutschen Finanzsektors In: Technical Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Climate transition risk stress test for the German financial system In: Technical Papers. [Full Text][Citation analysis] | paper | 0 |
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