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Details about Christian Upper

Workplace:Bank for International Settlements (BIS), (more information at EDIRC)

Access statistics for papers by Christian Upper.

Last updated 2019-01-29. Update your information in the RePEc Author Service.

Short-id: pup18


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Working Papers

2018

  1. Are banks opaque? Evidence from insider trading
    BIS Working Papers, Bank for International Settlements Downloads

2017

  1. CAPITAL MISALLOCATION AND FINANCIAL DEVELOPMENT: A SECTOR-LEVEL ANALYSIS
    Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association Downloads View citations (2)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017) Downloads View citations (2)
    BIS Working Papers, Bank for International Settlements (2017) Downloads View citations (2)

2016

  1. Labour reallocation and productivity dynamics: financial causes, real consequences
    BIS Working Papers, Bank for International Settlements Downloads View citations (46)

2013

  1. Credit and growth after financial crises
    BIS Working Papers, Bank for International Settlements Downloads View citations (11)

2009

  1. Financial Crises and Economic Activity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (48)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (73)

    See also Journal Article in Proceedings - Economic Policy Symposium - Jackson Hole (2009)

2007

  1. The tail wags the dog: time-varying information shares in the Bund market
    BIS Working Papers, Bank for International Settlements Downloads View citations (10)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2002) Downloads View citations (9)
  2. Using counterfactual simulations to assess the danger of contagion in interbank markets
    BIS Working Papers, Bank for International Settlements Downloads View citations (41)

2002

  1. Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (52)
    See also Journal Article in European Economic Review (2004)
    Chapter (2001)
  2. Time Variation in the Tail Behaviour of Bund Futures Returns
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (7)
    Also in Working Paper Series, European Central Bank (2002) Downloads View citations (3)

    See also Journal Article in Journal of Futures Markets (2004)

2001

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

2000

  1. How safe was the "safe haven"? Financial market liquidity during the 1998 turbulences
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (12)
    See also Chapter (2001)

Journal Articles

2018

  1. Mortgages, developers and property prices
    BIS Quarterly Review, 2018 Downloads

2016

  1. Emerging derivatives markets?
    BIS Quarterly Review, 2016 Downloads View citations (6)

2013

  1. The OTC interest rate derivatives market in 2013
    BIS Quarterly Review, 2013 Downloads View citations (3)

2011

  1. Simulation methods to assess the danger of contagion in interbank markets
    Journal of Financial Stability, 2011, 7, (3), 111-125 Downloads View citations (245)

2010

  1. Debt reduction after crises
    BIS Quarterly Review, 2010 Downloads View citations (22)

2009

  1. Financial crises and economic activity
    Proceedings - Economic Policy Symposium - Jackson Hole, 2009, 89-135 Downloads View citations (41)
    See also Working Paper (2009)

2008

  1. What drives interbank rates? Evidence from the Libor panel
    BIS Quarterly Review, 2008 Downloads View citations (99)

2007

  1. Changing post-trading arrangements for OTC derivatives
    BIS Quarterly Review, 2007 Downloads View citations (12)
  2. Economic derivatives
    BIS Quarterly Review, 2007 Downloads View citations (1)
  3. The covered bond market
    BIS Quarterly Review, 2007 Downloads View citations (16)

2006

  1. Derivatives activity and monetary policy
    BIS Quarterly Review, 2006 Downloads View citations (4)

2004

  1. Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?
    European Economic Review, 2004, 48, (4), 827-849 Downloads View citations (274)
    See also Working Paper (2002)
    Chapter (2001)
  2. Time variation in the tail behavior of Bund future returns
    Journal of Futures Markets, 2004, 24, (4), 387-398 Downloads View citations (1)
    See also Working Paper (2002)

Books

2018

  1. Shadow Banking: Financial Intermediation beyond Banks
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads

2017

  1. Building Resilience to Global Risks: Challenges for African Central Banks
    BIS Papers, Bank for International Settlements Downloads

2012

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

Chapters

2017

  1. 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 Downloads View citations (1)
  2. Macroprudential frameworks: implementation and effectiveness
    A chapter in Macroprudential frameworks, implementation and relationship with other policies, 2017, vol. 94, pp 25-47 Downloads View citations (1)

2016

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

2003

  1. 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 Downloads View citations (8)

2002

  1. 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 Downloads View citations (11)

2001

  1. 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 Downloads View citations (3)
    See also Working Paper (2002)
    Journal Article in European Economic Review (2004)
  2. 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 Downloads
    See also Working Paper (2000)
  3. Measuring liquidity under stress
    A chapter in Market liquidity: proceedings of a workshop held at the BIS, 2001, vol. 02, pp 159-161 Downloads View citations (1)

Editor

  1. BIS Quarterly Review
    Bank for International Settlements
 
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