Details about Christian Upper

Access statistics for papers by Christian Upper.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pup18

Working Papers

2023

1. What happens to EMEs when US yields go up?
   BIS Working Papers, Bank for International Settlements

2018

2. Are banks opaque? Evidence from insider trading
   BIS Working Papers, Bank for International Settlements View citations (2)

2017

3. CAPITAL MISALLOCATION AND FINANCIAL DEVELOPMENT: A SECTOR-LEVEL ANALYSIS
   VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association View citations (10)
   Also in BIS Working Papers, Bank for International Settlements (2017) View citations (10)
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017) View citations (10)

2016

4. Labour reallocation and productivity dynamics: financial causes, real consequences
   BIS Working Papers, Bank for International Settlements View citations (83)

2013

5. Credit and growth after financial crises
   BIS Working Papers, Bank for International Settlements View citations (15)

2009

6. Financial Crises and Economic Activity
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (100)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (112)
   See also Journal Article Financial crises and economic activity, Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City (2009) View citations (51) (2009)

2007

7. The tail wags the dog: time-varying information shares in the Bund market
   BIS Working Papers, Bank for International Settlements View citations (18)
   Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2002) View citations (16)
8. Using counterfactual simulations to assess the danger of contagion in interbank markets
   BIS Working Papers, Bank for International Settlements View citations (72)

2002

9. Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (78)
   See also Journal Article Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?, European Economic Review, Elsevier (2004) View citations (469) (2004)
   Chapter Estimating bilateral exposures in the German interbank market: is there a danger of contagion?, BIS Papers chapters, Bank for International Settlements (2001) View citations (13) (2001)
10. Time Variation in the Tail Behaviour of Bund Futures Returns
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (11)
    Also in Working Paper Series, European Central Bank (2002) View citations (8)
    See also Journal Article Time variation in the tail behavior of Bund future returns, Journal of Futures Markets, John Wiley & Sons, Ltd. (2004) View citations (6) (2004)

2001

11. Do institutional safeguards limit the danger of contagion in the German interbank market?
    Proceedings, Federal Reserve Bank of Chicago

2000

12. How safe was the "safe haven"? Financial market liquidity during the 1998 turbulences
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (15)
    See also Chapter How safe was the "Safe Haven"? Financial market liquidity during the 1998 turbulences, BIS Papers chapters, Bank for International Settlements (2001) View citations (5) (2001)

Journal Articles

2024

1. Towards liquid and resilient government debt markets in EMEs
   BIS Quarterly Review, 2024

2023

2. Credit booms, labor reallocation, and productivity growth
   International Journal of Central Banking, 2023, 19, (4), 234-286 View citations (1)

2018

3. Mortgages, developers and property prices
   BIS Quarterly Review, 2018

2016

4. Emerging derivatives markets?
   BIS Quarterly Review, 2016 View citations (20)

2013

5. The OTC interest rate derivatives market in 2013
   BIS Quarterly Review, 2013 View citations (4)

2011

6. Simulation methods to assess the danger of contagion in interbank markets
   Journal of Financial Stability, 2011, 7, (3), 111-125 View citations (397)

2010

7. Debt reduction after crises
   BIS Quarterly Review, 2010 View citations (25)

2009

8. Financial crises and economic activity
   Proceedings - Economic Policy Symposium - Jackson Hole, 2009, 89-135 View citations (51)
   See also Working Paper Financial Crises and Economic Activity, NBER Working Papers (2009) View citations (100) (2009)

2008

9. What drives interbank rates? Evidence from the Libor panel
   BIS Quarterly Review, 2008 View citations (169)

2007

10. Changing post-trading arrangements for OTC derivatives
    BIS Quarterly Review, 2007 View citations (12)
11. Economic derivatives
    BIS Quarterly Review, 2007 View citations (2)
12. The covered bond market
    BIS Quarterly Review, 2007 View citations (20)

2006

13. Derivatives activity and monetary policy
    BIS Quarterly Review, 2006 View citations (5)

2004

14. Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?
    European Economic Review, 2004, 48, (4), 827-849 View citations (469)
    See also Working Paper Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?, Discussion Paper Series 1: Economic Studies (2002) View citations (78) (2002)
    Chapter Estimating bilateral exposures in the German interbank market: is there a danger of contagion?, BIS Papers chapters, 2001, 01, 211-229 (2001) View citations (13) (2001)
15. Time variation in the tail behavior of Bund future returns
    Journal of Futures Markets, 2004, 24, (4), 387-398 View citations (6)
    See also Working Paper Time Variation in the Tail Behaviour of Bund Futures Returns, Discussion Paper Series 1: Economic Studies (2002) View citations (11) (2002)

Books

2023

1. Inflation and labour markets
   BIS Papers, Bank for International Settlements
   See also Chapter Inflation and labour markets, BIS Papers chapters, Bank for International Settlements (2023) (2023)
2. The energy transition and its macroeconomic effects
   BIS Papers, Bank for International Settlements View citations (2)

2018

3. Shadow Banking: Financial Intermediation beyond Banks
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (2)

2017

4. Building Resilience to Global Risks: Challenges for African Central Banks
   BIS Papers, Bank for International Settlements View citations (2)

2012

5. The ESRB at 1
   SUERF Studies, SUERF - The European Money and Finance Forum

Chapters

2023

1. Inflation and labour markets
   A chapter in Inflation and labour markets, 2023, vol. 142, pp 1-19
   See also Book Inflation and labour markets, Bank for International Settlements (2023) (2023)
2. Lessons from 20 years of central banking in the Americas
   A chapter in Central banking in the Americas: Lessons from two decades, 2023, vol. 143, pp 3-20

2017

3. Macroprudential frameworks, implementation and relationship with other policies
   A chapter in Macroprudential frameworks, implementation and relationship with other policies, 2017, vol. 94, pp 1-5 View citations (7)
4. Macroprudential frameworks: implementation and effectiveness
   A chapter in Macroprudential frameworks, implementation and relationship with other policies, 2017, vol. 94, pp 25-47 View citations (11)

2016

5. Inflation mechanisms, expectations and monetary policy - Overview
   A chapter in Inflation mechanisms, expectations and monetary policy, 2016, vol. 89, pp 1-8 View citations (4)

2003

6. Real long-term interest rates and monetary policy: a cross-country perspective
   A chapter in Monetary policy in a changing environment, 2003, vol. 19, pp 234-257 View citations (10)

2002

7. How resilient are financial markets to stress? Bund futures and bonds during the 1998 turbulence
   A chapter in Market functioning and central bank policy, 2002, vol. 12, pp 110-123 View citations (12)

2001

8. Estimating bilateral exposures in the German interbank market: is there a danger of contagion?
   A chapter in Marrying the macro- and micro-prudential dimensions of financial stability, 2001, vol. 01, pp 211-229 View citations (13)
   See also Journal Article Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?, Elsevier (2004) View citations (469) (2004)
   Working Paper Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?, Deutsche Bundesbank (2002) View citations (78) (2002)
9. How safe was the "Safe Haven"? Financial market liquidity during the 1998 turbulences
   A chapter in Market liquidity: proceedings of a workshop held at the BIS, 2001, vol. 02, pp 241-266 View citations (5)
   See also Working Paper How safe was the "safe haven"? Financial market liquidity during the 1998 turbulences, Deutsche Bundesbank (2000) View citations (15) (2000)
10. Measuring liquidity under stress
    A chapter in Market liquidity: proceedings of a workshop held at the BIS, 2001, vol. 02, pp 159-161 View citations (1)

Editor

1. BIS Quarterly Review
   Bank for International Settlements