Christian Upper

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

20

DOWNLOADS
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4,587

CITATIONS
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Top 2,735

in Total Papers Citations

204

Scholarly Papers (20)

1.

Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Markets

BIS Working Paper No. 234
Number of pages: 24 Posted: 25 Sep 2007
Christian Upper
Bank for International Settlements (BIS)
Downloads 679 (25,718)
Citation 20

Abstract:

Contagion, interbank lending, domino effects, systemic risk

2.

The Covered Bond Market

BIS Quarterly Review, September 2007
Number of pages: 13 Posted: 29 Jun 2012
Frank Packer, Ryan Stever and Christian Upper
Bank for International Settlements (BIS), Acadian Asset Management and Bank for International Settlements (BIS)
Downloads 644 (23,344)
Citation 5

Abstract:

3.

What Drives Interbank Rates? Evidence from the Libor Panel

BIS Quarterly Review, March 2008
Number of pages: 12 Posted: 09 Jul 2012
Francois-Louis Michaud and Christian Upper
Banque de France and Bank for International Settlements (BIS)
Downloads 565 (26,034)
Citation 33

Abstract:

Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?

Deutsche Bundesbank Discussion Paper No 09/02
Number of pages: 36 Posted: 01 May 2002
Christian Upper and Andreas Worms
Bank for International Settlements (BIS) and Deutsche Bundesbank, Economics Department
Downloads 464 (48,405)
Citation 80

Abstract:

contagion, interbank market, regulation of banks

Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?

Bundesbank Series 1 Discussion Paper No. 2002,09
Number of pages: 37 Posted: 08 Jun 2016
Christian Upper and Andreas Worms
Bank for International Settlements (BIS) and Deutsche Bundesbank, Economics Department
Downloads 2 (558,210)
Citation 80

Abstract:

contagion, interbank market, regulation of banks

5.

How Safe Was the 'Safe Haven'? Financial Market Liquidity During the 1998 Turbulences

Deutsche Bundesbank Working Paper No. 1/00
Number of pages: 49 Posted: 26 Jul 2000
Christian Upper
Bank for International Settlements (BIS)
Downloads 330 (67,650)
Citation 9

Abstract:

Tail Wags Dog? Time-varying Information Shares in the Bund Market

Deutsche Bundesbank, Economic Research Centre Working Paper No. 24/02
Number of pages: 36 Posted: 28 Apr 2003
Christian Upper and Thomas Werner
Bank for International Settlements (BIS) and European Central Bank (ECB)
Downloads 191 (130,114)
Citation 8

Abstract:

high-frequency data, market microstructure, future markets, information shares, kalman filter

Tail Wags Dog? Time-Varying Information Shares in the Bund Market

Bundesbank Series 1 Discussion Paper No. 2002,24
Number of pages: 36 Posted: 08 Jun 2016
Christian Upper and Thomas Werner
Bank for International Settlements (BIS) and European Central Bank (ECB)
Downloads 7 (530,210)
Citation 8

Abstract:

high-frequency data, market microstructure, future markets, information shares, kalman filter

7.

Debt Reduction After Crises

BIS Quarterly Review, September 2010
Number of pages: 14 Posted: 17 Aug 2012
Garry Tang and Christian Upper
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 182 (115,875)
Citation 1

Abstract:

8.

Time Variation in the Tail Behaviour of Bunds Futures Returns

ECB Working Paper No. 199; Economic Research Centre of the Deutschen Bundesbank Discussion Paper No. 25/02
Number of pages: 36 Posted: 07 Apr 2003
Thomas Werner and Christian Upper
European Central Bank (ECB) and Bank for International Settlements (BIS)
Downloads 142 (160,620)

Abstract:

Tail index, futures returns, extreme value theory, risk management

9.

Economic Derivatives

BIS Quarterly Review, March 2007
Number of pages: 13 Posted: 22 Jun 2012
Blaise Gadanecz, Richhild Moessner and Christian Upper
Bank for International Settlements - Monetary and Economic Department, De Nederlandsche Bank and Bank for International Settlements (BIS)
Downloads 128 (168,105)
Citation 1

Abstract:

10.
Downloads 98 (223,323)
Citation 22

Financial Crises and Economic Activity

NBER Working Paper No. w15379
Number of pages: 38 Posted: 28 Sep 2009
Stephen G. Cecchetti, Marion Kohler and Christian Upper
Brandeis International Business School, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 94 (231,200)
Citation 22

Abstract:

Financial Crises and Economic Activity

CEPR Discussion Paper No. DP7495
Number of pages: 40 Posted: 17 Nov 2009
Stephen G. Cecchetti, Marion Kohler and Christian Upper
Brandeis International Business School, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 4 (545,212)
Citation 22

Abstract:

Cost of Crisis, Crises, Output loss, Recovery, Systemic Banking Crisis

11.

The Tail Wags the Dog: Time-Varying Information Shares in the Bund Market

BIS Working Paper No. 224
Number of pages: 43 Posted: 25 Sep 2007
Christian Upper and Thomas Werner
Bank for International Settlements (BIS) and European Central Bank (ECB)
Downloads 76 (252,288)
Citation 8

Abstract:

Information shares, bond futures, upstairs markets

12.

Changing Post-Trading Arrangements for OTC Derivatives

BIS Quarterly Review December 2007
Number of pages: 13 Posted: 06 Jul 2012
Christian Upper and Elisabeth Ledrut
Bank for International Settlements (BIS) and affiliation not provided to SSRN
Downloads 71 (268,295)
Citation 6

Abstract:

13.

Credit and Growth after Financial Crises

BIS Working Paper No. 416
Number of pages: 28 Posted: 08 Jan 2014
Előd Takáts and Christian Upper
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 69 (185,941)

Abstract:

Creditless recovery, financial crises, deleveraging, household debt, corporate debt

14.

The OTC Interest Rate Derivatives Market in 2013

BIS Quarterly Review, December 2013
Number of pages: 14 Posted: 28 Apr 2014
Jacob Gyntelberg and Christian Upper
Copenhagen Business School and Bank for International Settlements (BIS)
Downloads 50 (232,883)

Abstract:

15.

Derivatives Activity and Monetary Policy

BIS Quarterly Review, September 2006
Number of pages: 12 Posted: 12 Jun 2012
Christian Upper
Bank for International Settlements (BIS)
Downloads 44 (324,946)

Abstract:

16.

Emerging Derivatives Markets?

BIS Quarterly Review December 2016
Number of pages: 14 Posted: 22 Dec 2016
Christian Upper and Marcos Valli
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 0 (310,722)

Abstract:

17.

Inflation Mechanisms, Expectations and Monetary Policy - Overview

BIS Paper No. 89a
Number of pages: 8 Posted: 02 Dec 2016
Christian Upper
Bank for International Settlements (BIS)
Downloads 0 (425,976)

Abstract:

inflation, emerging markets, exchange rate pass-through, Phillips Curve

18.

Time Variation in the Tail Behaviour of Bund Futures Returns

Bundesbank Series 1 Discussion Paper No. 2002,25
Number of pages: 40 Posted: 08 Jun 2016
Thomas Werner and Christian Upper
European Central Bank (ECB) and Bank for International Settlements (BIS)
Downloads 0 (516,215)
Citation 2

Abstract:

19.

How Safe Was the "Safe Haven"? Financial Market Liquidity During the 1998 Turbulences

Bundesbank Series 1 Discussion Paper No. 2000,01
Number of pages: 49 Posted: 08 Jun 2016
Christian Upper
Bank for International Settlements (BIS)
Downloads 0 (540,530)
Citation 9

Abstract:

20.

Labour Reallocation and Productivity Dynamics: Financial Causes, Real Consequences

BIS Working Paper No. 534
Number of pages: 39 Posted: 06 Jan 2016
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 0 (166,260)

Abstract:

Labour reallocation, productivity, credit booms, financial crises, hysteresis