Christian Upper

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

26

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5,150

CITATIONS
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Top 2,747

in Total Papers Citations

203

Scholarly Papers (26)

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 (27,441)
Citation 20

Abstract:

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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 (22,770)
Citation 5

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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 (22,858)
Citation 33

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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 477 (51,675)
Citation 80

Abstract:

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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 2 (600,078)
Citation 80

Abstract:

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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 330 (70,432)
Citation 9

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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 192 (141,753)
Citation 8

Abstract:

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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 15 (521,086)
Citation 8

Abstract:

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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 (120,890)
Citation 1

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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 (175,338)

Abstract:

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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, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 128 (179,324)
Citation 1

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10.
Downloads 99 (241,583)
Citation 21

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 95 (250,135)
Citation 21

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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 (584,885)
Citation 21
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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 (274,350)
Citation 8

Abstract:

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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 (289,185)
Citation 6

Abstract:

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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 (184,451)

Abstract:

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

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 34 (417,940)

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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 24 (467,712)

Abstract:

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factor allocation, total factor productivity, financial development

15.

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 50 (225,973)

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16.

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 (334,473)

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17.

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 0 (501,741)

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18.

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 0 (469,682)

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bank opacity, insider trading, financial stability

19.

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 0 (543,752)

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Macroprudential frameworks, financial stability

20.

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 0 (538,697)

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21.

Building Resilience to Global Risks: Challenges for African Central Banks

BIS Paper No. 93
Number of pages: 19 Posted: 07 Sep 2017
Benedicte Vibe Vibe Christensen and Christian Upper
Unaffiliated Authors - Independent and Bank for International Settlements (BIS)
Downloads 0 (501,741)

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African economies, exchange rate policy, commodity prices

22.

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 (264,530)

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23.

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 (424,959)

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

24.

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 (548,645)
Citation 2

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25.

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 (582,155)
Citation 9

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26.

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 (131,014)

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