Casper Christophersen
Personal Details
First Name: | Casper |
Middle Name: | |
Last Name: | Christophersen |
Suffix: | |
RePEc Short-ID: | pch1324 |
[This author has chosen not to make the email address public] | |
Affiliation
(50%) European Insurance and Occupational Pensions Authority (EIOPA)
European Commission
Frankfurt am Main, Germanyhttp://eiopa.europa.eu/
: +49 (0) 69 95 11 19 20
+49 (0) 69 95 11 19 19
Westhafenplatz 1, D-60327 Frankfurt am Main
RePEc:edi:eiopade (more details at EDIRC)
(50%) Norges Bank
Oslo, Norwayhttp://www.norges-bank.no/
: +47 22 31 60 00
+47 22 41 31 05
Postboks 1179 Sentrum, 0107 Oslo
RePEc:edi:nbgovno (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Casper Christophersen & Juan Zschiesche, 2015. "Macroprudential Objectives and Instruments for Insurance – An Initial Discussion," EIOPA Financial Stability Report - Thematic Articles 5, EIOPA, Risks and Financial Stability Department.
- Q. Farooq Akram & Casper Christophersen, 2015.
"Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support,"
Working Paper
2016/2, Norges Bank.
- Q. Farooq Akram & Casper Christophersen, 2017. "Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(2), pages 165-204, April.
- Casper Christophersen & Petr Jakubik, 2014. "Insurance and the Macroeconomic Environment," EIOPA Financial Stability Report - Thematic Articles 1, EIOPA, Risks and Financial Stability Department.
- Q. Farooq Akram & Casper Christophersen, 2013. "Inferring interbank loans and interest rates from interbank payments - an evaluation," Working Paper 2013/26, Norges Bank.
- Q. Farooq Akram & Casper Christophersen, 2010. "Interbank overnight interest rates - gains from systemic importance," Working Paper 2010/11, Norges Bank.
Articles
- Q. Farooq Akram & Casper Christophersen, 2017.
"Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 79(2), pages 165-204, April.
- Q. Farooq Akram & Casper Christophersen, 2015. "Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support," Working Paper 2016/2, Norges Bank.
- Q. Akram & Casper Christophersen, 2013. "Norwegian Overnight Interbank Interest Rates," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 11-29, January.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Casper Christophersen & Juan Zschiesche, 2015.
"Macroprudential Objectives and Instruments for Insurance – An Initial Discussion,"
EIOPA Financial Stability Report - Thematic Articles
5, EIOPA, Risks and Financial Stability Department.
Cited by:
- Philippe Deprez & Mario V. Wüthrich, 2016. "Macroprudential Insurance Regulation: A Swiss Case Study," Risks, MDPI, Open Access Journal, vol. 4(4), pages 1-30, December.
- Berdin, Elia & Sottocornola, Matteo, 2017. "Systemic risk in insurance: Towards a new approach," SAFE Policy Letters 62, Goethe University Frankfurt, Research Center SAFE - Sustainable Architecture for Finance in Europe.
- Casper Christophersen & Petr Jakubik, 2014.
"Insurance and the Macroeconomic Environment,"
EIOPA Financial Stability Report - Thematic Articles
1, EIOPA, Risks and Financial Stability Department.
Cited by:
- Diana Zigraiova & Petr Jakubik, 2017.
"Updating the Long Term Rate in Time: A Possible Approach,"
Working Papers IES
2017/03, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2017.
- Petr Jakubik & Diana Zigraiova, 2016. "Updating the Long Term Rate in Time: A Possible Approach," EIOPA Financial Stability Report - Thematic Articles 9, EIOPA, Risks and Financial Stability Department.
- Diana Zigraiova & Petr Jakubik, 2017. "Updating the Ultimate Forward Rate over Time: A Possible Approach," Working Papers 2017/03, Czech National Bank, Research Department.
- Cristina Dorofti & Petr Jakubik, 2015. "Insurance Sector Profitability and the Macroeconomic Environment," EIOPA Financial Stability Report - Thematic Articles 1, EIOPA, Risks and Financial Stability Department.
- Diana Zigraiova & Petr Jakubik, 2017.
"Updating the Long Term Rate in Time: A Possible Approach,"
Working Papers IES
2017/03, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Mar 2017.
- Q. Farooq Akram & Casper Christophersen, 2010.
"Interbank overnight interest rates - gains from systemic importance,"
Working Paper
2010/11, Norges Bank.
Cited by:
- Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2016.
"How to Measure the Unsecured Money Market: The Eurosystem’s Implementation and Validation Using TARGET2 Data,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 12(1), pages 247-280, March.
- Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2013. "How to measure the unsecured money market? The Eurosystem's implementation and validation using TARGET2 data," DNB Working Papers 369, Netherlands Central Bank, Research Department.
- Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2014. "How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data," Questioni di Economia e Finanza (Occasional Papers) 215, Bank of Italy, Economic Research and International Relations Area.
- van der Leij, M. & in 't Veld, D. & Hommes, C.H., 2016.
"The formation of a core periphery structure in heterogeneous financial networks,"
CeNDEF Working Papers
16-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Marco van der Leij & Daan in 't Veld & Cars Hommes, 2016. "The formation of a core-periphery structure in heterogeneous financial networks," DNB Working Papers 528, Netherlands Central Bank, Research Department.
- Marco van der Leij & Daan in 't Veld & Cars Hommes, 2014. "The Formation of a Core Periphery Structure in Heterogeneous Financial Networks," Tinbergen Institute Discussion Papers 14-098/II, Tinbergen Institute, revised 11 Aug 2016.
- Hommes, C.H. & in 't Veld, D. & van der Leij, M., 2014. "The formation of a core periphery structure in heterogeneous financial networks," CeNDEF Working Papers 14-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Silvia Gabrieli and Co-Pierre Georg, 2015.
"A Network View on Interbank Market Freezes,"
Working Papers
488, Economic Research Southern Africa.
- Gabrieli, Silvia & Georg, Co-Pierre, 2014. "A network view on interbank market freezes," Discussion Papers 44/2014, Deutsche Bundesbank.
- S. Gabrieli & C.-P. Georg, 2014. "A network view on interbank market freezes," Working papers 531, Banque de France.
- Q. Akram & Casper Christophersen, 2013. "Norwegian Overnight Interbank Interest Rates," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 11-29, January.
- Clemens Bonner & Sylvester Eijffinger, 2012.
"The Impact of the LCR on the Interbank Money Market,"
DNB Working Papers
364, Netherlands Central Bank, Research Department.
- Bonner, Clemens & Eijffinger, Sylvester C W, 2012. "The Impact of Liquidity Regulation on Bank Intermediation," CEPR Discussion Papers 9124, C.E.P.R. Discussion Papers.
- Bonner, C. & Eijffinger, S.C.W., 2012. "The Impact of the LCR on the Interbank Money Market," Discussion Paper 2012-075, Tilburg University, Center for Economic Research.
- Ronald Heijmans & Richard Heuver, 2011. "Is this bank ill? The diagnosis of doctor TARGET2," DNB Working Papers 316, Netherlands Central Bank, Research Department.
- Dan Ladley, 2010.
"Contagion and risk-sharing on the inter-bank market,"
Discussion Papers in Economics
11/10, Department of Economics, University of Leicester, revised Jan 2013.
- Ladley, Daniel, 2013. "Contagion and risk-sharing on the inter-bank market," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1384-1400.
- Dan Ladley, 2010. "An economic model of contagion in interbank lending markets," Discussion Papers in Economics 11/06, Department of Economics, University of Leicester, revised Dec 2010.
- Jean-Loup, Soula, 2017. "Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 302-313.
- Anna Kovner & David R. Skeie, 2013. "Evaluating the quality of fed funds lending estimates produced from Fedwire payments data," Staff Reports 629, Federal Reserve Bank of New York.
- Iori Giulia & Kapar Burcu & Olmo Jose, 2015. "Bank characteristics and the interbank money market: a distributional approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 249-283, June.
- Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2017. "Network centrality and funding rates in the e-MID interbank market," Journal of Financial Stability, Elsevier, vol. 33(C), pages 346-365.
- Clemens Bonner & Sylvester C. W. Eijffinger, 2016.
"The Impact of Liquidity Regulation on Bank Intermediation,"
Review of Finance,
European Finance Association, vol. 20(5), pages 1945-1979.
- Bonner, Clemens & Eijffinger, Sylvester C W, 2012. "The Impact of Liquidity Regulation on Bank Intermediation," CEPR Discussion Papers 9124, C.E.P.R. Discussion Papers.
- Galbiati, Marco & Soramäki, Kimmo, 2012. "Clearing networks," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 609-626.
- Fuad Aleskerov & Irina Andrievskaya & Elena Permjakova, 2014. "Key Borrowers Detected By The Intensities Of Their Short-range Interactions," HSE Working papers WP BRP 33/FE/2014, National Research University Higher School of Economics.
- Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014.
"Mapping the UK interbank system,"
Journal of Banking & Finance,
Elsevier, vol. 45(C), pages 288-303.
- Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Bank of England working papers 516, Bank of England.
- Jose Fique & Frank Page, 2013. "Rollover risk and endogenous network dynamics," Computational Management Science, Springer, vol. 10(2), pages 213-230, June.
- Kuo, Dennis & Skeie, David R. & Vickery, James & Youle, Thomas, 2013. "Identifying term interbank loans from Fedwire payments data," Staff Reports 603, Federal Reserve Bank of New York, revised 01 Aug 2014.
- Laine, Tatu & Nummelin, Tuomas & Snellman, Heli, 2011. "Combining liquidity usage and interest rates on overnight loans : an oversight indicator," Research Discussion Papers 23/2011, Bank of Finland.
- Edoardo Rainone & Francesco Vacirca, 2016. "Estimating the money market microstructure with negative and zero interest rates," Temi di discussione (Economic working papers) 1059, Bank of Italy, Economic Research and International Relations Area.
- Ronald Heijmans & Richard Heuver & Clement Levallois & Iman van Lelyveld, 2014. "Dynamic visualization of large transaction networks: the daily Dutch overnight money market," DNB Working Papers 418, Netherlands Central Bank, Research Department.
- Temizsoy, A. & Iori, G. & Montes-Rojas, G., 2016. "Network Centrality and Funding Rates in the e-MID Interbank Market," Working Papers 16/08, Department of Economics, City University London.
- Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
- Jean-Loup SOULA, 2015. "Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?," Working Papers of LaRGE Research Center 2015-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Galbiati, Marco & Soramaki, Kimmo, 2013. "Central counterparties and the topology of clearing networks," Bank of England working papers 480, Bank of England.
- Gabrieli, S., 2012. "Too-connected versus too-big-to-fail: banks’ network centrality and overnight interest rates," Working papers 398, Banque de France.
- Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2016.
"How to Measure the Unsecured Money Market: The Eurosystem’s Implementation and Validation Using TARGET2 Data,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 12(1), pages 247-280, March.
Articles
- Q. Akram & Casper Christophersen, 2013.
"Norwegian Overnight Interbank Interest Rates,"
Computational Economics,
Springer;Society for Computational Economics, vol. 41(1), pages 11-29, January.
Cited by:
- Q. Farooq Akram & Casper Christophersen, 2013. "Inferring interbank loans and interest rates from interbank payments - an evaluation," Working Paper 2013/26, Norges Bank.
- Arvid Raknerud & Bjørn Helge Vatne, 2013. "The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata," Discussion Papers 742, Statistics Norway, Research Department.
- Arvid Raknerud & Bjørn Helge Vatne, 2012. "The relation between banks' funding costs, retail rates and loan volumes: An analysis of Norwegian bank micro data," Working Paper 2012/17, Norges Bank.
- Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad, 2011. "How do banks' funding costs affect interest margins?," Discussion Papers 665, Statistics Norway, Research Department.
- International Monetary Fund, 2015. "Norway; Financial Sector Assessment Program-Technical Note-Linkages and Interconnectedness in the Norwegian Financial System," IMF Staff Country Reports 15/256, International Monetary Fund.
- Q. Farooq Akram & Casper Christophersen, 2015.
"Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support,"
Working Paper
2016/2, Norges Bank.
- Q. Farooq Akram & Casper Christophersen, 2017. "Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(2), pages 165-204, April.
- International Monetary Fund, 2015. "Norway; Financial Sector Assessment Program-Technical Note- Macroprudential Policy," IMF Staff Country Reports 15/257, International Monetary Fund.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (2) 2010-07-10 2016-02-12. Author is listed
- NEP-MAC: Macroeconomics (2) 2014-08-09 2016-02-12. Author is listed
- NEP-CBA: Central Banking (1) 2010-07-10. Author is listed
- NEP-FMK: Financial Markets (1) 2016-02-12. Author is listed
- NEP-GRO: Economic Growth (1) 2014-08-09. Author is listed
- NEP-MON: Monetary Economics (1) 2010-07-10. Author is listed
- NEP-NET: Network Economics (1) 2016-02-12. Author is listed
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