Christoffer Kok
Christoffer Kok
European Central Bank
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A new approach to measuring competition in the loan markets of the euro area
M Van Leuvensteijn, JA Bikker, AA Van Rixtel, CK Sørensen
Applied economics 43 (23), 3155-3167, 2011
Bank interest rate pass-through in the euro area: a cross country comparison
C Kok, T Werner
ECB working paper, 2006
Impact of bank competition on the interest rate pass-through in the euro area
M Van Leuvensteijn, CK Sørensen, JA Bikker, AA Van Rixtel
Applied Economics 45 (11), 1359-1380, 2013
The dynamics of bank spreads and financial structure
R Gropp, C Kok, JD Lichtenberger
The Quarterly Journal of Finance 4 (04), 1450014, 2014
Macroeconomic propagation under different regulatory regimes: Evidence from an estimated dsge model for the euro area
M Darracq Pariès, C Kok, D Rodriguez-Palenzuela
ECB working paper, 2010
Do bank loans and credit standards have an effect on output? A panel approach for the euro area
L Cappiello, A Kadareja, C Kok, M Protopapa
ECB working paper, 2010
Multi-layered interbank model for assessing systemic risk
M Montagna, C Kok
ECB Working Paper, 2016
Assessing interbank contagion using simulated networks
G Hałaj, C Kok
Computational Management Science 10, 157-186, 2013
The impact of supply constraints on bank lending in the euro area-crisis induced crunching?
HS Hempell, C Kok
ECB Working Paper, 2010
A macro stress testing framework for assessing systemic risks in the banking sector
J Henry, C Kok, A Amzallag, P Baudino, I Cabral, M Grodzicki, M Gross, ...
ECB Occasional Paper, 2013
Euro area banking sector integration: using hierarchical cluster analysis techniques
CK Sørensen, JM Puigvert Gutiérrez
ECB working paper, 2006
Modelling the emergence of the interbank networks
G Haᴌaj, C Kok
Quantitative Finance 15 (4), 653-671, 2015
The systemic implications of bail-in: a multi-layered network approach
AC Hüser, G Hałaj, C Kok, C Perales, A van der Kraaij
Journal of Financial Stability 38, 81-97, 2018
Housing finance in the euro area
F Drudi, P Koehler, C Kok, G Wolswijk, E Stoess, K Wagner, H Hasko, ...
Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR
M Gross, C Kok
ECB working paper, 2013
Interconnected banks and systemically important exposures
A Roncoroni, S Battiston, M D’Errico, G Hałaj, C Kok
Journal of Economic Dynamics and Control 133, 104266, 2021
Bank profitability challenges in euro area banks: the role of cyclical and structural factors
C Kok, C Móré, C Pancaro
Financial Stability Review 1, 2015
CoMap: mapping contagion in the euro area banking sector
G Covi, MZ Gorpe, C Kok
Journal of Financial Stability 53, 100814, 2021
Do stress tests matter? Evidence from the 2014 and 2016 stress tests
OM Georgescu, M Gross, D Kapp, C Kok
ECB working paper, 2017
The impact of bank capital on economic activity-Evidence from a Mixed-Cross-Section GVAR model
M Gross, C Kok, D Żochowski
ECB working paper, 2016
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Artículos 1–20