Search Results - "Sørensen, Christoffer Kok"

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  1. 1

    Impact of bank competition on the interest rate pass-through in the euro area by van Leuvensteijn, Michiel, Sørensen, Christoffer Kok, Bikker, Jacob A., van Rixtel, Adrian A.R.J.M.

    Published in Applied economics (01-04-2013)
    “…This article analyses the impact of loan market competition on the interest rates applied by euro area banks to loans during the period 1994-2004, using a…”
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    Journal Article
  2. 2

    A new approach to measuring competition in the loan markets of the euro area by van Leuvensteijn, Michiel, Bikker, Jacob A., van Rixtel, Adrian A.R.J.M., Sørensen, Christoffer Kok

    Published in Applied economics (01-09-2011)
    “…This article is the first that applies a new measure of competition, the Boone indicator, to the banking industry. This approach is able to measure competition…”
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    Journal Article
  3. 3

    Macro stress testing euro area banks’ fees and commissions by Kok, Christoffer, Mirza, Harun, Pancaro, Cosimo

    “…•A macro-financial model to analyse bank fee and commission income is proposed.•Fee and commission income depends on interest rates, stock market returns and…”
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    Journal Article
  4. 4

    Assessing interbank contagion using simulated networks by Hałaj, Grzegorz, Kok, Christoffer

    Published in Computational management science (01-06-2013)
    “…This paper presents a new approach to randomly generate interbank networks while overcoming shortcomings in the availability of bank-by-bank bilateral…”
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    Journal Article