Kok, Christoffer

No. Title Authors
2054Do stress tests matter? Evidence from the 2014 and 2016 stress testsOana-Maria Georgescu, Marco Gross, Daniel Kapp, Christoffer Kok
2029Macro stress testing euro area banks\' fees and commissionsChristoffer Kok, Cosimo Pancaro, Harun Mirza
2028A stochastic forward-looking model to assess the profitability and solvency of European insurersChristoffer Kok, Cosimo Pancaro, Elia Berdin
2010The systemic implications of bail-in: a multi-layered network approachChristoffer Kok, Grzegorz Hałaj, Anne-Caroline Hüser, Cristian Perales, Anton van der Kraaij
1944Multi-layered interbank model for assessing systemic riskChristoffer Kok, Mattia Montagna
1943When shadows grow longer: shadow banking with endogenous entryAnil Ari, Matthieu Darracq Pariès, Christoffer Kok, Dawid Żochowski
1916Bank capital structure and the credit channel of central bank asset purchasesChristoffer Kok, Matthieu Darracq Pariès, Grzegorz Hałaj
1888The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR modelChristoffer Kok, Marco Gross, Dawid Żochowski
1646Modeling emergence of the interbank networksChristoffer Kok, Grzegorz Hałaj
1611Bank reactions after capital shortfallsChristoffer Kok, Glenn Schepens
1570Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVARChristoffer Kok, Marco Gross
1506Assessing interbank contagion using simulated networksChristoffer Kok, Grzegorz Hałaj
1262The impact of supply constraints on bank lending in the euro area - crisis induced crunching?Christoffer Kok, Hannah S. Hempell
1251Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro areaChristoffer Kok, Diego Rodriguez-Palenzuela, Matthieu Darracq Pariès
1150Do bank loans and credit standards have an effect on output? A panel approach for the euro areaLorenzo Cappiello, Arjan Kadareja, Christoffer Kok, Marco Protopapa
989Modelling loans to non-financial corporations in the euro areaChristoffer Kok, Carlotta Rossi, David Marqués-Ibáñez
885Impact of bank competition on the interest rate pass-through in the euro areaMichiel van Leuvensteijn, Christoffer Kok, Jacob A. Bikker, Adrian Van Rixtel
768A new approach to measuring competition in the loan markets of the euro areaAdrian Van Rixtel, Christoffer Kok, Michiel van Leuvensteijn, Jacob A. Bikker
733Mortgage interest rate dispersion in the euro areaChristoffer Kok, Jung-Duk Lichtenberger
714The dynamics of bank spreads and financial structureReint Gropp, Christoffer Kok, Jung-Duk Lichtenberger
627Euro area banking sector integration: using hierarchical cluster analysis techniquesChristoffer Kok, Josep Maria Puigvert Gutiérrez
580Bank interest rate pass-through in the euro area: a cross country comparisonChristoffer Kok, Thomas Werner