Christian Weistroffer

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

335

SSRN CITATIONS

8

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

Shadow Banking in the Euro Area: Risks and Vulnerabilities in the Investment Fund Sector

ECB Occasional Paper No. 174
Number of pages: 34 Posted: 05 Jul 2016
Nicola Doyle, Lieven Hermans, Philippe A.M. Molitor and Christian Weistroffer
European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 172 (217,935)
Citation 4

Abstract:

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shadow banking, asset management, investment funds, financial stability, systemic risk, market liquidity, interconnectedness

2.

Developing Macroprudential Policy for Alternative Investment Funds

ECB Occasional Paper No. 202, ISBN: 978-92-899-2864-9
Number of pages: 44 Posted: 05 Dec 2017
De Nederlandsche Bank, De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank and De Nederlandsche Bank
Downloads 65 (423,465)

Abstract:

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asset managers, alternative investment funds, leverage, macroprudential policy, financial stability

3.

Burned by Leverage? Flows and Fragility in Bond Mutual Funds

ECB Working Paper No. 20202413
Number of pages: 47 Posted: 19 May 2020
Luis Molestina Vivar, Michael Wedow and Christian Weistroffer
European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision and European Central Bank (ECB)
Downloads 62 (433,666)
Citation 1

Abstract:

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bond funds, financial fragility, fund leverage

4.

Assessing Shadow Banking – Non-Bank Financial Intermediation in Europe

ESRB: Occasional Paper Series No. 2016/10
Number of pages: 53 Posted: 05 Nov 2020
affiliation not provided to SSRN, European Securities and Markets Authority, European Central Bank (ECB), European Systemic Risk Board and European Central Bank (ECB)
Downloads 21 (634,567)
Citation 2

Abstract:

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shadow banking, intermediation, systemic risk

5.

Institutional Presence in Secondary Bank Bond Markets: How Does It Affect Liquidity and Volatility?

ECB Working Paper No. 2276 (2019); ISBN 978-92-899-3538-8
Number of pages: 59 Posted: 07 May 2019
Silviu Oprica and Christian Weistroffer
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 15 (677,816)

Abstract:

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financial markets, institutional ownership, bond liquidity, securities holdings, generalized method of moments

6.

Real Estate Fund Flows and the Flow-Performance Relationship

Journal of Real Estate Finance and Economics, Vol. 52, No. 4, 2016
Posted: 08 Apr 2016
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, University of Regensburg - International Real Estate Business School (IREBS), European Central Bank (ECB) and University of Regensburg - International Real Estate Business School (IREBS)

Abstract:

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Open-end real estate funds; Fund flows; Flow-performance relationship; Liquidity risk

7.

The German Open-End Fund Crisis - A Valuation Problem?

Journal of Real Estate Finance and Economics, Vol. 50, No. 4, 2015
Posted: 09 Apr 2015
Christian Weistroffer and Steffen P. Sebastian
European Central Bank (ECB) and University of Regensburg - International Real Estate Business School (IREBS)

Abstract:

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Appraisal-based valuation, Transaction-based valuation, Hedonic pricing, Commercial real estate, Open-end real estate funds