Kok, Christoffer

Macro Prud Policy&Financial Stability

Division

Stress Test Modelling

Current position

Deputy Head of Division

Fields of interest

Macroeconomics and Monetary Economics,
Mathematical and Quantitative Methods,
Financial Economics

Email

christoffer.kok@ecb.europa.eu

Education
  • MSc (econ) Aarhus University, MSc (finance) Copenhagen Business School
Professional experience
  • EPRU (Copenhagen University) 1997-99, Danmarks Nationalbank 1999-2002, ECB 2002-

ECB Financial Stability Review Article

ECB Macroprudential Bulletin Articles

ECB Occasional Paper Series

ECB Working Paper Series

2017
2016
2014
2013
2010
2009
2008
2007
2006

Journal publications

2017
Halaj, G., Hüser, A.-C., Kok, C., Perales, C. and van der Kraaij, A.
The systemic implications of bail-in: A multi-layered network approach
Journal of Financial Stability
2015
Grzegorz Halaj, C. Kok
Emergence of interbank networks
Quantitative Finance, Vol. 15, pp 653-671
2014
Gropp, R., Kok, C. and Lichtenberger, J.
The Dynamics of Bank Spreads and Financial Structure
Quarterly Journal of Finance, Vol. 4 (4)
2013
Grzegorz Halaj, C. Kok
Interbank contation using simulated networks
Computational Management Science, Vol. 10(2), pp. 157-186
Van Leuvensteijn, M., Kok, C., Bikker, J.A. and Van Rixtel, A.R.J.M. (forthcoming)
Impact of Bank Competition on the Interest Rate Pass-through in the Euro Area
Applied Economics Vol. 45 (11), pp. 1359-1380
2011
Darracq Pariès, M., Kok, C. and Rodriguez Palenzuela, D. (2011)
Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE for the Euro Area
International Journal of Central Banking, Dec. 2011)
Van Leuvensteijn, M., Bikker, J.A., Van Rixtel, A.R.J.M. and Kok, C. (2011)
A New Approach to Measuring Competition in the Loan Markets of the Euro Area
Applied Economics Vol. 43 (23), pp. 3155-3167

Other publications

2017
Gropp, R. and Kok, C.
Competition and contestability in bank retail markets
Handbook on Competition in Banking and Finance by J. Bikker and L. Spiedijk (eds.), October 2017, Edward Elgar Publishing Ltd.
2015
Halaj, G. and Kok, C.
Contagion in interbank networks
Computational Network Theory-Theoretical Foundations and Applications-Quantitative and Network, by M. Dehmer, F. Emmert-Streib and S. Pickl (eds.), 2015, Wiley-VCH Verlag GmbH & Co.
2006
Kok, C. and Maddaloni, A.
How are euro area financial structures changing?
Elements of the Euro Area: Integrating financial markets by J. Berg, M. Grande and F. Mongelli (eds.), 2005, Ashgate Publishers