Search Results - "Sørensen, Christoffer Kok"
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Impact of bank competition on the interest rate pass-through in the euro area
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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A new approach to measuring competition in the loan markets of the euro area
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 -
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Macro stress testing euro area banks’ fees and commissions
Published in Journal of international financial markets, institutions & money (01-07-2019)“…•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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Assessing interbank contagion using simulated networks
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