Daniel Kapp

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

9

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3,610

SSRN CITATIONS
Rank 23,618

SSRN RANKINGS

Top 23,618

in Total Papers Citations

48

CROSSREF CITATIONS

6

Scholarly Papers (9)

Transition Versus Physical Climate Risk Pricing in European Financial Markets: A Text-Based Approach

ECB Working Paper No. 2022/2677
Number of pages: 46 Posted: 05 Jul 2022
European Central Bank (ECB), European Central Bank (ECB), European Central Bank and University of Edinburgh Business School
Downloads 1,036 (41,109)
Citation 21

Abstract:

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Climate risk premia, Physical risk, Text analysis, Transition risk

Transition Versus Physical Climate Risk Pricing in European Financial Markets: A Text-Based Approach

ECB Working Paper No. 2677
Number of pages: 45 Posted: 25 Jan 2022 Last Revised: 06 Jul 2022
European Central Bank (ECB), European Central Bank (ECB), European Central Bank and University of Edinburgh Business School
Downloads 666 (74,737)
Citation 11

Abstract:

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Climate risk premia, Transition risk, Physical risk, Text analysis

2.

Climate Change and Monetary Policy in the Euro Area

ECB Occasional Paper No. 2021/271
Number of pages: 193 Posted: 23 Sep 2021 Last Revised: 12 Jan 2022
European Central Bank (ECB), Frankfurt School of Finance & Management, European Central Bank (ECB), Bank of France, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Bank of Italy, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General International and European Relations, Central Bank of Cyprus, European Central Bank (ECB), Bank of Greece - Economic Research Department, De Nederlandsche Bank, Goethe University Frankfurt, European Central Bank (ECB), University of Bonn, European Central Bank (ECB), European Central Bank (ECB), European Central Bank, Central Bank of Ireland, Central Bank of Ireland, Suomen Panki, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Cyprus, European Central Bank (ECB), European Central Bank (ECB), Banco de España, Banco de España, Latvijas Banka, Banque Centrale du Luxembourg, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, European Central Bank (ECB), University of Edinburgh Business School, Deutsche Bundesbank, Central Bank of Ireland, Deutsche Bundesbank, National and Kapodistrian University of Athens, De Nederlandsche Bank, Bank of Greece, Deutsche Bundesbank, European Central Bank (ECB) and Banque de France
Downloads 1,053 (40,879)
Citation 5

Abstract:

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climate change, environmental economics, green finance, monetary policy, sustainable growth economics

3.

Do Stress Tests Matter? Evidence from the 2014 and 2016 Stress Tests

ECB Working Paper No. 2054
Number of pages: 36 Posted: 16 May 2017
European Central Bank (ECB), International Monetary Fund (IMF), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 359 (158,878)
Citation 3

Abstract:

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event study, bank stress tests, disclosure

4.

The Optimal Size of the European Stability Mechanism: A Cost-Benefit Analysis

De Nederlandsche Bank Working Paper No. 349
Number of pages: 34 Posted: 22 Aug 2012
Daniel Kapp
European Central Bank (ECB)
Downloads 142 (383,825)
Citation 3

Abstract:

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ESM, ESFR, Financial Crisis, Insurance

5.

Euro Area Equity Risk Premia and Monetary Policy: A Longer-Term Perspective

ECB Working Paper No. 2021/2535
Number of pages: 28 Posted: 13 Apr 2021
Daniel Kapp and Kristian Kristiansen
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 106 (478,871)
Citation 1

Abstract:

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6.

The Impact of Regulating Occupational Pensions in Europe on Investment and Financial Stability

ECB Occasional Paper No. 154
Number of pages: 59 Posted: 20 Sep 2014
Adrien Amzallag, Daniel Kapp and Christoffer Kok
European Securities and Markets Authority, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 95 (515,847)
Citation 2

Abstract:

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financial regulation, financial stability, Institutions for Occupational Retirement Provision

7.

Physical and Transition Risk Premiums in Euro Area Corporate Bond Markets

ECB Working Paper No. 2024/2899
Number of pages: 33 Posted: 01 Feb 2024
Joost Victor Bats, Giovanna Bua and Daniel Kapp
The Hague, Central Bank of Ireland and European Central Bank (ECB)
Downloads 57 (685,365)
Citation 1

Abstract:

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climate physical risk, climate transition risk, corporate bonds, intertemporal hedging demand, news index

8.

The Rise in the Cross-Sectoral Dispersion of Earnings Expectations During COVID-19

ECB Working Paper No. 2022/2664
Number of pages: 38 Posted: 23 May 2022
Joost Bats, William Greif and Daniel Kapp
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 50 (727,207)

Abstract:

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COVID-19, cross-sectoral dispersion, earnings expectations, lockdown measures, vaccinations

9.

The Rise in the Cross-sectoral Dispersion of Earnings Expectations During COVID-19

De Nederlandsche Bank Working Paper No. 724
Number of pages: 31 Posted: 17 Sep 2021
Joost Bats, William Greif and Daniel Kapp
De Nederlandsche Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 46 (753,035)

Abstract:

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COVID-19, Financial markets, Earnings expectations, Cross-sectoral dispersion, Lockdown measures, Vaccinations