Kok, Christoffer

No. Title Authors
2054Do stress tests matter? Evidence from the 2014 and 2016 stress testsGeorgescu, Oana-Maria, Gross, Marco, Kapp, Daniel, Kok, Christoffer
2029Macro stress testing euro area banks' fees and commissionsKok, Christoffer, Pancaro, Cosimo, Mirza, Harun
2028A stochastic forward-looking model to assess the profitability and solvency of European insurersKok, Christoffer, Pancaro, Cosimo, Berdin, Elia
2010The systemic implications of bail-in: a multi-layered network approachKok, Christoffer, Hałaj, Grzegorz, Hüser, Anne-Caroline, Perales, Cristian, van der Kraaij, Anton
1944Multi-layered interbank model for assessing systemic riskKok, Christoffer, Montagna, Mattia
1943When shadows grow longer: shadow banking with endogenous entryAri, Anil, Darracq Pariès, Matthieu, Kok, Christoffer, Żochowski, Dawid
1916Bank capital structure and the credit channel of central bank asset purchasesKok, Christoffer, Darracq Pariès, Matthieu, Hałaj, Grzegorz
1888The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR modelKok, Christoffer, Gross, Marco, Żochowski, Dawid
1646Modeling emergence of the interbank networksKok, Christoffer, Hałaj, Grzegorz
1611Bank reactions after capital shortfallsKok, Christoffer, Schepens, Glenn
1570Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVARKok, Christoffer, Gross, Marco
1506Assessing interbank contagion using simulated networksKok, Christoffer, Hałaj, Grzegorz
1262The impact of supply constraints on bank lending in the euro area - crisis induced crunching?Kok, Christoffer, Hempell, Hannah S.
1251Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro areaKok, Christoffer, Rodriguez-Palenzuela, Diego, Darracq Pariès, Matthieu
1150Do bank loans and credit standards have an effect on output? A panel approach for the euro areaCappiello, Lorenzo, Kadareja, Arjan, Kok, Christoffer, Protopapa, Marco
989Modelling loans to non-financial corporations in the euro areaKok, Christoffer, Rossi, Carlotta, Marqués-Ibáñez, David
885Impact of bank competition on the interest rate pass-through in the euro areavan Leuvensteijn, Michiel, Kok, Christoffer, Bikker, Jacob A., Van Rixtel, Adrian
768A new approach to measuring competition in the loan markets of the euro areaVan Rixtel, Adrian, Kok, Christoffer, van Leuvensteijn, Michiel, Bikker, Jacob A.
733Mortgage interest rate dispersion in the euro areaKok, Christoffer, Lichtenberger, Jung-Duk
714The dynamics of bank spreads and financial structureGropp, Reint, Kok, Christoffer, Lichtenberger, Jung-Duk
627Euro area banking sector integration: using hierarchical cluster analysis techniquesKok, Christoffer, Puigvert Gutiérrez, Josep Maria
580Bank interest rate pass-through in the euro area: a cross country comparisonKok, Christoffer, Werner, Thomas
Title Authors Where
A New Approach to Measuring Competition in the Loan Markets of the Euro Area Van Leuvensteijn, M., Bikker, J.A., Van Rixtel, A.R.J.M. and Kok, C. (2011) Applied Economics Vol. 43 (23), pp. 3155-3167
Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE for the Euro Area Darracq Pariès, M., Kok, C. and Rodriguez Palenzuela, D. (2011) International Journal of Central Banking, Dec. 2011)
Impact of Bank Competition on the Interest Rate Pass-through in the Euro Area Van Leuvensteijn, M., Kok, C., Bikker, J.A. and Van Rixtel, A.R.J.M. (forthcoming) Applied Economics
The Dynamics of Bank Spreads and Financial Structure Gropp, R., Kok, C. and Lichtenberger, J. Quarterly Journal of Finance, Nov. 2014
How Are Euro Area Financial Structures Changing? Kok, C. and Maddaloni, A. (2006) in Elements of the Euro Area: Integrating Financial Markets, edited by Berg, J., Grande, M and Mongelli, F., Ashgate
Interbank contation using simulated networks Grzegorz Halaj, C. Kok Computational Management Science, July 2013
Emergence of interbank networks Grzegorz Halaj, C. Kok Quantitaive Finance