Christoffer Kok Sørensen - Central Bank Research Hub

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006

Title Other author(s)

A macro stress testing framework for assessing systemic risks in the banking sector

European Central Bank Occasional papers [View] (Paper: 152, 11.10.2013)

Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR

European Central Bank Working papers [View] (Paper: 1570, 07.08.2013)

Assessing interbank contagion using simulated networks,

European Central Bank Working papers [View] (Paper: 1506, 06.02.2013)

Modelling loans to non-financial corporations in the euro area

Bank of Italy Working Papers [View] (Paper: 857, 09.03.2012)

JEL: C32, C51

Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area

IJCB International Journal of Central Banking [View] (Paper: 11q4a3, 01.12.2011)

The impact of supply constraints on bank lending in the euro area - crisis induced crunching?,

European Central Bank Working papers [View] (Paper: 1262, 02.11.2010)

Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area,

European Central Bank Working papers [View] (Paper: 1251, 01.10.2010)

JEL: E4, E5, F4

Do bank loans and credit standards have an effect on output? A panel approach for the euro area,

European Central Bank Working papers [View] (Paper: 1150, 30.01.2010)

Det danske finansielle system - en sammenligning med eurolandene

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP23/2005, 02.04.2009)

Modelling loans to non-financial corporations in the euro area

European Central Bank Working papers [View] (Paper: 0989, 08.01.2009)

JEL: C32, C51

Impact of bank competition on the interest rate pass-through in the euro area (835 KB)

Bank of Spain Working Papers [View] (Paper: 0828, 23.12.2008)

JEL: D4, E50, G21, L10

Impact of bank competition on the interest rate pass-through in the euro area

European Central Bank Working papers [View] (Paper: 0885, 01.04.2008)

JEL: D4, E50, G21, L10

A new approach to measuring competition in the loan markets of the euro area

Bank of Spain Working Papers [View] (Paper: 0736, 13.11.2007)

JEL: D4, G21, L1

A new approach to measuring competition in the loan markets of the euro area

Netherlands Bank DNB Working Papers [View] (Paper: 143, 15.08.2007)

Mortgage interest rate dispersion in the euro area

European Central Bank Working papers [View] (Paper: 0733, 02.03.2007)

JEL: C23, E4, F36, G21, N24

Euro area banking sector integration: using hierarchical cluster analysis techniques

European Central Bank Working papers [View] (Paper: 0627, 26.05.2006)

JEL: C49, F36, G21

Bank interest rate pass-through in the euro area: a cross country comparison

European Central Bank Working papers [View] (Paper: 0580, 16.01.2006)

JEL: E43, G21

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006