Heinrich Kick

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Goethe University Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

  • European Central Bank (ECB)

  • Goethe University Frankfurt

SCHOLARLY PAPERS

7

DOWNLOADS

1,375

SSRN CITATIONS

11

CROSSREF CITATIONS

4

Scholarly Papers (7)

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1.

Measuring the Cost of Equity of Euro Area Banks

ECB Occasional Paper No. 2021/254
Number of pages: 57 Posted: 05 Mar 2021
Carlo Altavilla, Paul Bochmann, Jeroen De Ryck, Ana-Maria Dumitru, Maciej Grodzicki, Heinrich Kick, Cecilia Melo Fernandes, Jonas Mosthaf, Charles O’Donnell and Spyros Palligkinis
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, European Central Bank (ECB), European Central Bank (ECB), University of Amsterdam, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 432 (131,010)
Citation 17

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2.

Spillover Effects of Credit Demand and Supply Shocks in the EU Countries: Evidence from a Structural GVAR

Number of pages: 42 Posted: 08 Oct 2014 Last Revised: 19 Jun 2016
Heinrich Kick
European Central Bank (ECB)
Downloads 221 (265,078)
Citation 2

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credit shocks, global VAR, identification by sign restrictions

3.

Making Sense of the EU Wide Stress Test: A Comparison with the SRISK Approach

ECB Working Paper No. 1920
Number of pages: 39 Posted: 19 Jun 2016
Timotej Homar, Heinrich Kick and Carmelo Salleo
University of Amsterdam, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 207 (281,637)
Citation 10

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SRISK, stress test evaluation, asset quality review

4.

What Drives Forbearance – Evidence from the ECB Comprehensive Assessment

ECB Working Paper No. 1860
Number of pages: 25 Posted: 23 Dec 2015
Timotej Homar, Heinrich Kick and Carmelo Salleo
University of Amsterdam, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 187 (308,901)
Citation 4

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forbearance, nonperforming loans, zombie lending, Asset Quality Review

5.

Rare Events and Return Predictability in a Regime Switching Setting

Number of pages: 41 Posted: 15 Apr 2014
Heinrich Kick and Claudia Schwarz
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 172 (332,847)

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tail events, regime shifting, return predictability

6.

Pricing of Bonds and Equity when the Zero Lower Bound is Relevant

ECB Working Paper No. 1992
Number of pages: 39 Posted: 03 Feb 2017
Heinrich Kick
European Central Bank (ECB)
Downloads 81 (579,084)

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asset pricing, zero lower bound, financial crisis

7.

Asset Encumbrance in Euro Area Banks: Analysing Trends, Drivers and Prediction Properties for Individual Bank Crises

ECB Occasional Paper No. 2021/261
Number of pages: 75 Posted: 01 Sep 2021
Pierre Berthonnaud, Enrico Cesati, Maria Ludovica Drudi, Kirsten Jager, Heinrich Kick, Marcello Lanciani, Ludwig Schneider, Claudia Schwarz, Vasileios Siakoulis and Robert Vroege
French Banking Supervisory Authority - Autorité de Contrôle Prudentiel et de Résolution (ACPR), European Central Bank (ECB), Bank of Italy, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), Boston Consulting Group, European Central Bank (ECB), Bank of Greece and De Nederlandsche Bank
Downloads 75 (604,796)
Citation 1

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asset encumbrance, bank crisis, bank funding, collateral, early warning model, liquidity, panel econometrics