Details about Christoffer Kok

Access statistics for papers by Christoffer Kok.

Last updated 2018-06-29. Update your information in the RePEc Author Service.

Short-id: pko232

Working Papers

2017

1. A stochastic forward-looking model to assess the profitability and solvency of European insurers
   Working Paper Series, European Central Bank
   Also in SAFE Working Paper Series, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt (2016) View citations (2)
   ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR) (2016) View citations (1)
2. Do stress tests matter? Evidence from the 2014 and 2016 stress tests
   Working Paper Series, European Central Bank View citations (1)
3. Macro stress testing euro area banks' fees and commissions
   Working Paper Series, European Central Bank
4. Shadow Banking and Market Discipline on Traditional Banks
   IMF Working Papers, International Monetary Fund
5. The systemic implications of bail-in: a multi-layered network approach
   Working Paper Series, European Central Bank View citations (8)

2016

6. Bank capital structure and the credit channel of central bank asset purchases
   Working Paper Series, European Central Bank View citations (2)
7. Multi-layered interbank model for assessing systemic risk
   Working Paper Series, European Central Bank View citations (1)
   Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2013) View citations (31)
8. The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model
   Working Paper Series, European Central Bank View citations (8)
9. When shadows grow longer: shadow banking with endogenous entry
   Working Paper Series, European Central Bank View citations (1)

2014

10. 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
11. Modeling emergence of the interbank networks
    Working Paper Series, European Central Bank View citations (10)
12. The impact of regulating occupational pensions in Europe on investment and financial stability
    Occasional Paper Series, European Central Bank View citations (2)

2013

13. A macro stress testing framework for assessing systemic risks in the banking sector
    Occasional Paper Series, European Central Bank View citations (18)
14. Assessing interbank contagion using simulated networks
    Working Paper Series, European Central Bank View citations (38)
    See also Journal Article in Computational Management Science (2013)
15. Bank reactions after capital shortfalls
    Working Paper Series, European Central Bank View citations (6)
    Also in Working Paper Research, National Bank of Belgium (2013) View citations (6)
16. Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR
    Working Paper Series, European Central Bank View citations (20)

2012

17. 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
    Also in Working Paper Series, European Central Bank (2009) View citations (10)

2011

18. Impact of bank competition on the interest rate pass-through in the euro area
    Post-Print, HAL View citations (6)
    Also in Working Papers, Utrecht School of Economics (2008) View citations (54)
    Working Papers, Banco de España (2008) View citations (28)
    DNB Working Papers, Netherlands Central Bank, Research Department (2008) View citations (31)
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis (2008) View citations (31)
    Working Paper Series, European Central Bank (2008) View citations (40)
    See also Journal Article in Applied Economics (2013)

2010

19. Do bank loans and credit standards have an effect on output? A panel approach for the euro area
    Working Paper Series, European Central Bank View citations (25)
20. Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area
    Working Paper Series, European Central Bank View citations (16)
    See also Journal Article in International Journal of Central Banking (2011)
21. The impact of supply constraints on bank lending in the euro area - crisis induced crunching?
    Working Paper Series, European Central Bank View citations (21)

2009

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

2007

23. A new approach to measuring competition in the loan markets of the Euro area
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis View citations (27)
    Also in Working Paper Series, European Central Bank (2007) View citations (39)
    DNB Working Papers, Netherlands Central Bank, Research Department (2007) View citations (30)
    Working Papers, Banco de España (2007) View citations (25)
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2007) View citations (25)
    See also Journal Article in Applied Economics (2011)
24. Mortgage interest rate dispersion in the euro area
    Working Paper Series, European Central Bank View citations (23)
25. The dynamics of bank spreads and financial structure
    Working Paper Series, European Central Bank View citations (59)
    See also Journal Article in Quarterly Journal of Finance (QJF) (2014)

2006

26. Bank interest rate pass-through in the euro area: a cross country comparison
    Working Paper Series, European Central Bank View citations (96)
27. Euro area banking sector integration: using hierarchical cluster analysis techniques
    Working Paper Series, European Central Bank View citations (13)

Journal Articles

2018

1. Using large exposure data to gauge the systemic importance of SSM significant institutions
   Macroprudential Bulletin, 2018, 5

2015

2. Modelling the emergence of the interbank networks
   Quantitative Finance, 2015, 15, (4), 653-671 View citations (14)

2014

3. The Dynamics of Bank Spreads and Financial Structure
   Quarterly Journal of Finance (QJF), 2014, 04, (04), 1-53 View citations (1)
   See also Working Paper (2007)

2013

4. Assessing interbank contagion using simulated networks
   Computational Management Science, 2013, 10, (2), 157-186 View citations (38)
   See also Working Paper (2013)
5. Impact of bank competition on the interest rate pass-through in the euro area
   Applied Economics, 2013, 45, (11), 1359-1380 View citations (43)
   See also Working Paper (2011)

2011

6. A new approach to measuring competition in the loan markets of the euro area
   Applied Economics, 2011, 43, (23), 3155-3167 View citations (43)
   See also Working Paper (2007)
7. 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 View citations (61)
   See also Working Paper (2010)

Chapters

2017

1. Competition and contestability in bank retail markets
   Chapter 17 in Handbook of Competition in Banking and Finance, 2017, pp 365-382