Details about Christian Gross

Access statistics for papers by Christian Gross.

Last updated 2022-04-06. Update your information in the RePEc Author Service.

Short-id: pgr650

Working Papers

2020

1. The global dimensions of macroprudential policy
   Report of the Advisory Scientific Committee, European Systemic Risk Board View citations (9)

2019

2. Analyzing credit risk transmission to the non-financial sector in Europe: A network approach
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
   Also in VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association (2019) View citations (3)
   ESRB Working Paper Series, European Systemic Risk Board (2018)
   See also Journal Article Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (14) (2020)

2017

3. Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preis- absicherungsinstrument
   Thünen Working Paper, Johann Heinrich von Thünen-Institut (vTI), Federal Research Institute for Rural Areas, Forestry and Fisheries View citations (3)
   Also in Thünen Working Papers, Johann Heinrich von Thünen Institute, Federal Research Institute for Rural Areas, Forestry and Fisheries (2017) View citations (3)
4. Examining the Common Dynamics of Commodity Futures Prices
   CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster View citations (2)

2016

5. The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets
   CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster View citations (1)
   See also Journal Article The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets, International Review of Economics & Finance, Elsevier (2019) View citations (4) (2019)

2015

6. Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?
   CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster View citations (5)
   Also in VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) View citations (4)
   See also Journal Article Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?, Journal of Futures Markets, John Wiley & Sons, Ltd. (2016) View citations (30) (2016)

Journal Articles

2021

1. Macro-stress testing dividend income. Evidence from euro area banks
   Economics Letters, 2021, 201, (C) View citations (2)

2020

2. Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach
   Journal of Applied Econometrics, 2020, 35, (1), 61-81 View citations (14)
   See also Working Paper Analyzing credit risk transmission to the non-financial sector in Europe: A network approach, CAMA Working Papers (2019) View citations (2) (2019)
3. Prospects for euro area bank lending margins in an extended low-for-longer interest rate environment
   Financial Stability Review, 2020, 2 View citations (6)

2019

4. The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets
   International Review of Economics & Finance, 2019, 60, (C), 203-215 View citations (4)
   See also Working Paper The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets, CQE Working Papers (2016) View citations (1) (2016)

2016

5. Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?
   Journal of Futures Markets, 2016, 36, (9), 851-869 View citations (30)
   See also Working Paper Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?, CQE Working Papers (2015) View citations (5) (2015)