Details about Christian Weistroffer

Access statistics for papers by Christian Weistroffer.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pwe295

Working Papers

2024

1. Passing on the hot potato: the use of ETFs by open-ended funds to manage redemption requests
   Working Paper Series, European Central Bank

2023

2. Liquidity buffers and open-end investment funds: containing outflows and reducing fire sales
   Working Paper Series, European Central Bank

2022

3. Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil
   Working Paper Series, European Central Bank View citations (1)

2020

4. Burned by leverage? Flows and fragility in bond mutual funds
   Working Paper Series, European Central Bank View citations (7)
   See also Journal Article Burned by leverage? Flows and fragility in bond mutual funds, Journal of Empirical Finance, Elsevier (2023) View citations (3) (2023)

2019

5. Institutional presence in secondary bank bond markets: how does it affect liquidity and volatility?
   Working Paper Series, European Central Bank View citations (3)

2017

6. Developing macroprudential policy for alternative investment funds
   Occasional Paper Series, European Central Bank View citations (6)

2016

7. Assessing shadow banking – non-bank financial intermediation in Europe
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (13)
8. Shadow banking in the euro area: risks and vulnerabilities in the investment fund sector
   Occasional Paper Series, European Central Bank View citations (18)

2011

9. Identifying Systemically Important Financial Institutions (SIFIs)
   Working Papers, eSocialSciences View citations (15)

2008

10. Monitoring banking sector risks: An applied approach
    Research Notes, Deutsche Bank Research View citations (2)

2007

11. Understanding Flows into Open End Real Estate Funds
    ERES, European Real Estate Society (ERES) View citations (1)

Journal Articles

2024

1. Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?
   Journal of International Financial Markets, Institutions and Money, 2024, 91, (C) View citations (2)

2023

2. Burned by leverage? Flows and fragility in bond mutual funds
   Journal of Empirical Finance, 2023, 72, (C), 354-380 View citations (3)
   See also Working Paper Burned by leverage? Flows and fragility in bond mutual funds, Working Paper Series (2020) View citations (7) (2020)

2022

3. Mind the liquidity gap: a discussion of money market fund reform proposals
   Macroprudential Bulletin, 2022, 16

2021

4. A theoretical model analysing investment funds’ liquidity management and policy measures
   Macroprudential Bulletin, 2021, 12
5. How effective is the EU Money Market Fund Regulation? Lessons from the COVID 19 turmoil
   Macroprudential Bulletin, 2021, 12 View citations (1)
6. Liquidity transformation by investment funds: structural fault line or desirable financial transformation? A systemic perspective
   Macroprudential Bulletin, 2021, 12 View citations (1)

2019

7. Is leverage driving procyclical investor flows? Assessing investor behaviour in UCITS bond funds
   Macroprudential Bulletin, 2019, 9 View citations (1)

2018

8. Counterparty and liquidity risks in exchange-traded funds
   Financial Stability Review, 2018, 2 View citations (3)
9. Macroprudential liquidity tools for investment funds - A preliminary discussion
   Macroprudential Bulletin, 2018, 6 View citations (5)

2016

10. Real Estate Fund Flows and the Flow-Performance Relationship
    The Journal of Real Estate Finance and Economics, 2016, 52, (4), 347-382 View citations (9)
11. Towards a Framework for Calibrating Macroprudential Leverage Limits for Alternative Investment Funds
    Financial Stability Review, 2016, 2

2015

12. The German Open-End Fund Crisis – A Valuation Problem?
    The Journal of Real Estate Finance and Economics, 2015, 50, (4), 517-548 View citations (5)

2012

13. Bilateral current account rebalancing in the EMU
    Intereconomics: Review of European Economic Policy, 2012, 47, (4), 257-264 View citations (7)
14. Macroeconomic Imbalances in EMU and the Eurosystem
    CESifo Forum, 2012, 13, (1), 35-42 View citations (5)

2011

15. Makroökonomische Ungleichgewichte in der EWU und das Eurosystem
    ifo Schnelldienst, 2011, 64, (16), 31-38 View citations (3)

2007

16. Determinanten des deutschen Kreditzinsniveaus
    Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 2007, 87, (9), 600-606

Books

2010

1. The Quest for Stability: the view of financial institutions
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (1)