Christoph Grosse Steffen

Banque de France

Paris

France

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations

Number of pages: 57 Posted: 02 Sep 2014 Last Revised: 16 Dec 2014
Philipp Engler and Christoph Grosse Steffen
International Monetary Fund (IMF) and Banque de France
Downloads 113 (240,707)

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Sovereign default, Interbank market, Bank-sovereign link, Non-Ricardian effects, Secondary bond market, Domestic debt, Occasionally binding constraint

Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations

DIW Berlin Discussion Paper No. 1436
Number of pages: 59 Posted: 22 Jan 2015
Philipp Engler and Christoph Grosse Steffen
International Monetary Fund (IMF) and Banque de France
Downloads 19 (536,244)

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Sovereign default, interbank market, bank-sovereign link, Non-Ricardian effects, secondary markets, domestic debt, occasionally binding constraint

Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations

ECB Working Paper No. 1840
Number of pages: 60 Posted: 26 Aug 2015
Philipp Engler and Christoph Grosse Steffen
International Monetary Fund (IMF) and Banque de France
Downloads 17 (549,086)

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Sovereign default; Interbank market; Bank-sovereign link; Non-Ricardian effects; Secondary markets; Domestic debt; Occasionally binding constraint

2.

Business Cycles with Financial Intermediation in Emerging Economies

Number of pages: 59 Posted: 06 Aug 2015 Last Revised: 20 Aug 2015
Christoph Grosse Steffen
Banque de France
Downloads 110 (244,077)

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Open-economy business cycles; Financial intermediation; Emerging markets; Capital flows; Financial frictions

3.

Uncertainty Shocks and Non-Fundamental Debt Crises: An Ambiguity Approach

Number of pages: 53 Posted: 05 May 2015 Last Revised: 20 Aug 2015
Christoph Grosse Steffen
Banque de France
Downloads 87 (285,038)

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Uncertainty shocks, Self-fulfilling crises, Multiple-priors utility, Ambiguity aversion, Interbank market

4.

Collective Action Clauses in the Euro Area: A Law and Economic Analysis of the First Five Years

Capital Markets Law Journal, Forthcoming
Number of pages: 25 Posted: 03 Feb 2019
Christoph Grosse Steffen, Sebastian Grund and Julian Schumacher
Banque de France, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 82 (295,566)

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Sovereign Debt Restructuring, Collective Action Clauses, CACs, Greece, Euro Area Sovereign Debt Crisis, Government Bond Pricing, Sovereign Yield

5.

Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets

DIW Berlin Discussion Paper No. 1602
Number of pages: 58 Posted: 25 Jul 2016 Last Revised: 13 Aug 2016
Christoph Grosse Steffen and Maximilian Podstawski
Banque de France and DIW Berlin
Downloads 67 (331,467)

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Time-varying risk aversion, Ambiguity, Uncertainty, Sovereign debt, Identification via heteroscedasticity, Maxmin

Inflation Targeting as a Shock Absorber

Banque de France Working Paper No. 655
Number of pages: 60 Posted: 03 Jan 2018
Marcel Fratzscher, Christoph Grosse Steffen and Malte Rieth
DIW Berlin, Banque de France and German Institute for Economic Research (DIW Berlin)
Downloads 24 (504,853)

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Monetary Policy, Central Banks, Monetary Regimes, Dynamic Effects

Inflation Targeting as a Shock Absorber

DIW Berlin Discussion Paper No. 1721
Number of pages: 53 Posted: 02 Mar 2018
Marcel Fratzscher, Christoph Grosse Steffen and Malte Rieth
DIW Berlin, Banque de France and German Institute for Economic Research (DIW Berlin)
Downloads 5 (629,317)

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Monetary Policy, Central Banks, Monetary Regimes, Dynamic Effects