Heinrich Kick

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Goethe University Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

723

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

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 177 (215,662)
Citation 2

Abstract:

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credit shocks, global VAR, identification by sign restrictions

2.

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 155 (241,253)

Abstract:

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tail events, regime shifting, return predictability

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 119 (296,018)
Citation 1

Abstract:

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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 116 (301,367)
Citation 1

Abstract:

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forbearance, nonperforming loans, zombie lending, Asset Quality Review

5.

Measuring the Cost of Equity of Euro Area Banks

ECB Occasional Paper No. 2021/254
Number of pages: 57 Posted: 05 Mar 2021
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 77 (391,536)

Abstract:

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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 64 (432,620)

Abstract:

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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
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), Deutsche Bundesbank, European Central Bank (ECB), Bank of Greece and De Nederlandsche Bank
Downloads 15 (685,981)

Abstract:

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