Gábor Fukker

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Shock Amplification in an Interconnected Financial System of Banks and Investment Funds

ECB Working Paper No. 2021/2581
Number of pages: 66 Posted: 10 Aug 2021
Matthias Sydow, Aurore Schilte, Giovanni Covi, Marija Deipenbrock, Leonardo Del Vecchio, Pawel Fiedor, Gábor Fukker, Max Gehrend, Régis Gourdel, Alberto Grassi, Björn Hilberg, Michiel Kaijser, Georgios Kaoudis, Luca Mingarelli, Mattia Montagna, Thibaut Piquard, Dilyara Salakhova and Natalia Tente
European Central Bank (ECB), Banque de France, Bank of England, European Central Bank (ECB), Bank of Italy, Central Bank of Ireland, European Central Bank (ECB), Banque Centrale du Luxembourg, WU Vienna University of Economics and Business, European Central Bank (ECB), Goethe University Frankfurt, European Central Bank (ECB), Bank of Greece, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB) and Deutsche Bundesbank
Downloads 81 (451,215)

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2.

On the Optimal Control of Interbank Contagion in the Euro Area Banking System

ECB Working Paper No. 2021/2554
Number of pages: 48 Posted: 24 May 2021
Gábor Fukker and Christoffer Kok
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 50 (575,565)
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3.

Contagion from Market Price Impact: A Price-at-Risk Perspective

ECB Working Paper No. 2022/2692
Number of pages: 48 Posted: 02 Aug 2022
Gábor Fukker, Michiel Kaijser, Luca Mingarelli and Matthias Sydow
European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 24 (737,419)

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fire sales, indirect contagion, overlapping portfolios, price impact, quantile regression