Christian Upper

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

26

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Top 7,867

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5,624

SSRN RANKINGS

Top 2,745

in Total Papers Citations

204

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Scholarly Papers (26)

1.

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 990 (21,479)

Abstract:

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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 925 (23,734)

Abstract:

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3.

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 800 (29,160)

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Contagion, interbank lending, domino effects, systemic risk

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 490 (55,098)

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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 3 (644,606)

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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 392 (73,087)

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6.

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 277 (107,864)

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

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 240 (125,084)

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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 193 (154,070)

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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 22 (516,852)

Abstract:

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

9.

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 162 (179,976)

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

10.

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, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 159 (182,890)

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11.

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 155 (186,799)

Abstract:

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

12.

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 134 (210,340)

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13.

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
Nordea Group and Bank for International Settlements (BIS)
Downloads 113 (239,283)

Abstract:

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14.
Downloads 100 (260,530)

Financial Crises and Economic Activity

NBER Working Paper No. w15379
Number of pages: 38 Posted: 28 Sep 2009 Last Revised: 11 Jul 2010
Stephen G. Cecchetti, Marion Kohler and Christian Upper
Brandeis International Business School, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 96 (269,508)

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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 (636,012)
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Cost of Crisis, Crises, Output loss, Recovery, Systemic Banking Crisis

Capital Misallocation and Financial Development: A Sector-Level Analysis

Bank of Italy Temi di Discussione (Working Paper) No. 1143
Number of pages: 42 Posted: 09 Nov 2017
Daniela Marconi and Christian Upper
Bank of Italy and Bank for International Settlements (BIS)
Downloads 69 (329,761)

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Factor Allocation, Total Factor Productivity, Financial Development

Capital Misallocation and Financial Development: A Sector-Level Analysis

BIS Working Paper No. 671
Number of pages: 33 Posted: 10 Nov 2017
Daniela Marconi and Christian Upper
Bank of Italy and Bank for International Settlements (BIS)
Downloads 26 (492,517)

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factor allocation, total factor productivity, financial development

16.

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 82 (295,337)

Abstract:

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Information shares, bond futures, upstairs markets

17.

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 80 (299,675)

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18.

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 62 (344,664)

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19.

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 35 (436,848)

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

20.

Are Banks Opaque? Evidence from Insider Trading

BIS Working Paper No. 697
Number of pages: 46 Posted: 07 Feb 2018
Fabrizio Spargoli and Christian Upper
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Bank for International Settlements (BIS)
Downloads 31 (454,115)

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bank opacity, insider trading, financial stability

21.

Mortgages, Developers and Property Prices

BIS Quarterly Review, March 2018
Number of pages: 15 Posted: 13 Mar 2018
Michael K.F. Chui, Anamaria Illes and Christian Upper
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 24 (489,546)

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22.

Building Resilience to Global Risks: Challenges for African Central Banks

BIS Paper No. 93
Number of pages: 19 Posted: 07 Sep 2017
Benedicte Vibe Christensen and Christian Upper
Independent and Bank for International Settlements (BIS)
Downloads 22 (500,656)

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African economies, exchange rate policy, commodity prices

23.

Macroprudential Frameworks: Implementation and Effectiveness

BIS Paper No. 94b
Number of pages: 23 Posted: 24 Jan 2018
Yavuz Arslan and Christian Upper
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 20 (511,938)

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Macroprudential frameworks, financial stability

24.

Macroprudential Frameworks, Implementation and Relationship with Other Policies - Overview

BIS Paper No. 94 (Overview)
Number of pages: 5 Posted: 24 Jan 2018
Christian Upper
Bank for International Settlements (BIS)
Downloads 10 (570,589)

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25.

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 6 (595,162)

Abstract:

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26.

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 2 (625,656)

Abstract:

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