Catherine Koch
Economist
Financial Systems & Regulation, Monetary and Economic Department
catherine.koch@bis.org
Cathérine Koch is an Economist in the Monetary and Economic Department. Her research interests cover international banking and regulation, financial market integration, and microdata econometrics. She holds a PhD in Economics from the University of Zurich (2012) and worked there as a postdoctoral researcher until August 2014. During her PhD, she visited Columbia University and conducted part of her research at Deutsche Bundesbank. She held a scholarship from the German National Merit Foundation during her studies. Between November 2016 and April 2017 she was assigned to the BIS Office in Hong Kong.
Fields of interest
- International banking and finance
- Financial stability and regulation
- International macroeconomics
- " The dollar exchange rate as a global risk factor: evidence from investment" (with S Avdjiev, V Bruno, H S Shin), IMF Economic Review, February 2019. Also published as BIS Working Paper, no 695.
- " The dollar, bank leverage, and the deviation from covered interest" (with S Avdjiev, H S Shin and W Du), American Economic Review: Insights, forthcoming. Also published as BIS Working Papers, no 592.
- " Transmission of monetary policy through global banks: whose policy matters?" (with S Avdjiev, P McGuire, G von Peter), Journal of International Money and Finance, forthcoming. Also published as BIS Working Paper, no 737.
- " Do banks benefit from internationalization: revisiting the market power-risk nexus" (with C Buch and M Koetter), Review of Finance, vol 17(4), 2013, pp 1401-35.
- " Size, productivity, and international banking" (with C Buch and M Koetter), Journal of International Economics, vol 85(2), 2011, pp 329-34.
- " International prudential policy spillovers: a global perspective" (with S Avdjiev, P McGuire and G von Peter), International Journal of Central Banking, vol 13(S1), 2017, pp 5-33. Also published as BIS Working Papers, no 589.
- " The causal effect of house prices on mortgage demand and supply" (with C Basten), Journal of Housing Economics, vol 39, December 2015, pp 1-22. Also published as BIS Working Papers, no 555.
- " International banking and liquidity risk transmission: lessons from Germany" (with C Kerl), IMF Economic Review, vol 63, no 3, 2015, pp 496-514.
- " Should I stay or should I go? Bank productivity and internationalization decisions" (with C Buch and M Koetter), Journal of Banking and Finance, vol 42, 2014, pp 266-82.
- " Risky adjustments or adjustments to risks: decomposing bank leverage", Journal of Banking and Finance, vol 45, 2014, pp 242-54.