EconPapers    
Economics at your fingertips  
 

Details about Christoffer Kok

E-mail:
Homepage:http://www.ecb.europa.eu/pub/research/authors/profiles/christoffer-kok.en.html
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Christoffer Kok.

Last updated 2017-02-26. Update your information in the RePEc Author Service.

Short-id: pko232


Jump to Journal Articles

Working Papers

2017

  1. The systemic implications of bail-in: a multi-layered network approach
    Working Paper Series, European Central Bank Downloads View citations (4)

2016

  1. A stochastic forward-looking model to assess the profitability and solvency of European insurers
    ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR) Downloads View citations (1)
    Also in SAFE Working Paper Series, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt (2016) Downloads View citations (2)
  2. Bank capital structure and the credit channel of central bank asset purchases
    Working Paper Series, European Central Bank Downloads View citations (2)
  3. Multi-layered interbank model for assessing systemic risk
    Working Paper Series, European Central Bank Downloads View citations (1)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2013) Downloads View citations (26)
  4. The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model
    Working Paper Series, European Central Bank Downloads View citations (8)
  5. When shadows grow longer: shadow banking with endogenous entry
    Working Paper Series, European Central Bank Downloads View citations (1)

2014

  1. Exploring the Nexus Between Macro-Prudential Policies and Monetary Policy Measures: Evidence from an Estimated DSGE Model for the Euro Area
    Working Papers, Becker Friedman Institute for Research In Economics Downloads
  2. Modeling emergence of the interbank networks
    Working Paper Series, European Central Bank Downloads View citations (9)
  3. The impact of regulating occupational pensions in Europe on investment and financial stability
    Occasional Paper Series, European Central Bank Downloads View citations (1)

2013

  1. A macro stress testing framework for assessing systemic risks in the banking sector
    Occasional Paper Series, European Central Bank Downloads View citations (13)
  2. Assessing interbank contagion using simulated networks
    Working Paper Series, European Central Bank Downloads View citations (29)
    See also Journal Article in Computational Management Science (2013)
  3. Bank reactions after capital shortfalls
    Working Paper Research, National Bank of Belgium Downloads View citations (6)
    Also in Working Paper Series, European Central Bank (2013) Downloads View citations (6)
  4. Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR
    Working Paper Series, European Central Bank Downloads View citations (19)

2012

  1. Modelling loans to non-financial corporations in the euro area
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads

2011

  1. Impact of bank competition on the interest rate pass-through in the euro area
    Post-Print, HAL Downloads View citations (5)
    Also in Working Papers, Banco de España (2008) Downloads View citations (29)
    DNB Working Papers, Netherlands Central Bank, Research Department (2008) Downloads View citations (31)
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis (2008) Downloads View citations (31)
    Working Papers, Utrecht School of Economics (2008) Downloads View citations (54)

    See also Journal Article in Applied Economics (2013)

2010

  1. Do bank loans and credit standards have an effect on output? A panel approach for the euro area
    Working Paper Series, European Central Bank Downloads View citations (23)
  2. Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area
    Working Paper Series, European Central Bank Downloads View citations (16)
    See also Journal Article in International Journal of Central Banking (2011)
  3. The impact of supply constraints on bank lending in the euro area - crisis induced crunching?
    Working Paper Series, European Central Bank Downloads View citations (20)

2009

  1. Housing Finance in the Euro Area
    Occasional Paper Series, European Central Bank Downloads View citations (6)

2007

  1. A new approach to measuring competition in the loan markets of the Euro area
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis Downloads View citations (27)
    Also in Working Papers, Banco de España (2007) Downloads View citations (25)
    DNB Working Papers, Netherlands Central Bank, Research Department (2007) Downloads View citations (30)
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2007) Downloads View citations (25)

    See also Journal Article in Applied Economics (2011)

Journal Articles

2015

  1. Modelling the emergence of the interbank networks
    Quantitative Finance, 2015, 15, (4), 653-671 Downloads View citations (12)

2013

  1. Assessing interbank contagion using simulated networks
    Computational Management Science, 2013, 10, (2), 157-186 Downloads View citations (30)
    See also Working Paper (2013)
  2. Impact of bank competition on the interest rate pass-through in the euro area
    Applied Economics, 2013, 45, (11), 1359-1380 Downloads View citations (40)
    See also Working Paper (2011)

2011

  1. A new approach to measuring competition in the loan markets of the euro area
    Applied Economics, 2011, 43, (23), 3155-3167 Downloads View citations (41)
    See also Working Paper (2007)
  2. Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area
    International Journal of Central Banking, 2011, 7, (4), 49-113 Downloads View citations (58)
    See also Working Paper (2010)
 
Page updated 2018-05-22