Christian Kubitza
Personal Details
First Name: | Christian |
Middle Name: | |
Last Name: | Kubitza |
Suffix: | |
RePEc Short-ID: | pku751 |
[This author has chosen not to make the email address public] | |
http://www.christiankubitza.com | |
Affiliation
European Central Bank
Frankfurt am Main, Germanyhttp://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Christian Kubitza, 2022.
"Investor-Driven Corporate Finance: Evidence from Insurance Markets,"
ECONtribute Discussion Papers Series
144, University of Bonn and University of Cologne, Germany.
- Kubitza, Christian, 2021. "Investor-driven corporate finance: Evidence from insurance markets," ICIR Working Paper Series 43/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Kubitza, Christian, 2023. "Investor-driven corporate finance: evidence from insurance markets," Working Paper Series 2816, European Central Bank.
- Christian Kubitza & Nicolaus Grochola & Helmut Gründl, 2022.
"Life Insurance Convexity,"
ECONtribute Discussion Papers Series
154, University of Bonn and University of Cologne, Germany.
- Kubitza, Christian & Grochola, Nicolaus & Gründl, Helmut, 2021. "Life insurance convexity," ICIR Working Paper Series 42/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Grochola, Nicolaus & Gründl, Helmut & Kubitza, Christian, 2023. "Life insurance convexity," Working Paper Series 2829, European Central Bank.
- Christian Kubitza, 2021. "Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk," ECONtribute Discussion Papers Series 079, University of Bonn and University of Cologne, Germany.
- Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2021.
"Loss Sharing in Central Clearinghouses: Winners and Losers,"
ECONtribute Discussion Papers Series
066, University of Bonn and University of Cologne, Germany.
- Kubitza, Christian & Pelizzon, Loriana & Sherman, Mila Getmansky, 2023. "Loss sharing in central clearinghouses: winners and losers," Working Paper Series 2873, European Central Bank.
- Kubitza, Christian & Hofmann, Annette & Steinorth, Petra, 2019. "Financial literacy and precautionary insurance," ICIR Working Paper Series 34/19, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Gemmo, Irina & Kubitza, Christian & Rothschild, Casey G., 2018. "The existence of the Miyazaki-Wilson-Spence equilibrium with continuous type distributions," ICIR Working Paper Series 32/18, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018.
"The pitfalls of central clearing in the presence of systematic risk,"
ICIR Working Paper Series
31/18, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Kubitza, Christian & Pelizzon, Loriana & Getmansky Sherman, Mila, 2019. "Pitfalls of central clearing in the presence of systematic risk," SAFE Working Paper Series 235, Leibniz Institute for Financial Research SAFE, revised 2019.
- Kubitza, Christian & Regele, Fabian, 2017. "Persistence of insurance activities and financial stability," ICIR Working Paper Series 30/17, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Berdin, Elia & Gründl, Helmut & Kubitza, Christian, 2017. "Rising interest rates, lapse risk, and the stability of life insurers," ICIR Working Paper Series 29/17, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Kubitza, Christian & Gründl, Helmut, 2016. "Systemic risk: Time-lags and persistence," ICIR Working Paper Series 20/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
Articles
- Kubitza, Christian, 2023. "Bonds at a premium: the impact of insurers on corporate bond issuers," Research Bulletin, European Central Bank, vol. 110.
- Gemmo, Irina & Kubitza, Christian & Rothschild, Casey, 2020. "Constrained efficient equilibria in selection markets with continuous types," Journal of Public Economics, Elsevier, vol. 190(C).
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
- Christian Kubitza, 2022.
"Investor-Driven Corporate Finance: Evidence from Insurance Markets,"
ECONtribute Discussion Papers Series
144, University of Bonn and University of Cologne, Germany.
- Kubitza, Christian, 2021. "Investor-driven corporate finance: Evidence from insurance markets," ICIR Working Paper Series 43/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Kubitza, Christian, 2023. "Investor-driven corporate finance: evidence from insurance markets," Working Paper Series 2816, European Central Bank.
Cited by:
- Kaufmann, Christoph & Leyva, Jaime & Storz, Manuela, 2024. "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Paper Series 2892, European Central Bank.
- Viral V. Acharya & Ryan Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022.
"Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels,"
NBER Working Papers
29777, National Bureau of Economic Research, Inc.
- Viral V Acharya & Ryan Niladri & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels," BIS Working Papers 1002, Bank for International Settlements.
- Eisert, Tim & Acharya, Viral & Banerjee, Ryan & Crosignani, Matteo & Spigt, Renée, 2022. "Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels," CEPR Discussion Papers 17032, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Ryan N. Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels," Staff Reports 1004, Federal Reserve Bank of New York.
- Grochola, Nicolaus & Gründl, Helmut & Kubitza, Christian, 2023.
"Life insurance convexity,"
Working Paper Series
2829, European Central Bank.
- Christian Kubitza & Nicolaus Grochola & Helmut Gründl, 2022. "Life Insurance Convexity," ECONtribute Discussion Papers Series 154, University of Bonn and University of Cologne, Germany.
- Kubitza, Christian & Grochola, Nicolaus & Gründl, Helmut, 2021. "Life insurance convexity," ICIR Working Paper Series 42/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Fay, Constanze & Ghiselli, Angelica, 2023. "Insurers’ investment behaviour and the coronavirus (COVID-19) pandemic," ESRB Occasional Paper Series 22, European Systemic Risk Board.
- Christian Kubitza & Nicolaus Grochola & Helmut Gründl, 2022.
"Life Insurance Convexity,"
ECONtribute Discussion Papers Series
154, University of Bonn and University of Cologne, Germany.
- Kubitza, Christian & Grochola, Nicolaus & Gründl, Helmut, 2021. "Life insurance convexity," ICIR Working Paper Series 42/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Grochola, Nicolaus & Gründl, Helmut & Kubitza, Christian, 2023. "Life insurance convexity," Working Paper Series 2829, European Central Bank.
Cited by:
- Cheng, Chunli & Hilpert, Christian & Miri Lavasani, Aidin & Schaefer, Mick, 2023. "Surrender contagion in life insurance," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1465-1479.
- Grochola, Nicolaus & Browne, Mark Joseph & Gründl, Helmut & Schlütter, Sebastian, 2021. "Exploring the market risk profiles of U.S. and European life insurers," ICIR Working Paper Series 39/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2021.
"Loss Sharing in Central Clearinghouses: Winners and Losers,"
ECONtribute Discussion Papers Series
066, University of Bonn and University of Cologne, Germany.
- Kubitza, Christian & Pelizzon, Loriana & Sherman, Mila Getmansky, 2023. "Loss sharing in central clearinghouses: winners and losers," Working Paper Series 2873, European Central Bank.
Cited by:
- Christina Brinkmann, 2023. "Differentiation in Risk Profiles," CRC TR 224 Discussion Paper Series crctr224_2023_444, University of Bonn and University of Mannheim, Germany.
- Christina Brinkmann, 2022. "Imperfect Competition in Derivatives Markets," ECONtribute Discussion Papers Series 153, University of Bonn and University of Cologne, Germany.
- Grothe, Magdalena & Pancost, N. Aaron & Tompaidis, Stathis, 2023. "Collateral competition: Evidence from central counterparties," Journal of Financial Economics, Elsevier, vol. 149(3), pages 536-556.
- Kubitza, Christian & Hofmann, Annette & Steinorth, Petra, 2019.
"Financial literacy and precautionary insurance,"
ICIR Working Paper Series
34/19, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
Cited by:
- Archillies Kiwanuka & Athenia Bongani Sibindi, 2023. "Insurance Literacy: Significance of Its Dimensions for Insurance Inclusion in Uganda," Economies, MDPI, vol. 11(2), pages 1-17, January.
- Berdin, Elia & Gründl, Helmut & Kubitza, Christian, 2017.
"Rising interest rates, lapse risk, and the stability of life insurers,"
ICIR Working Paper Series
29/17, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
Cited by:
- Pierre-Edouard Arrouy & Alexandre Boumezoued & Bernard Lapeyre & Sophian Mehalla, 2022. "Economic Scenario Generators: a risk management tool for insurance," Post-Print hal-03671943, HAL.
- Tobias Burkhart, 2018. "Surrender Risk in the Context of the Quantitative Assessment of Participating Life Insurance Contracts under Solvency II," Risks, MDPI, vol. 6(3), pages 1-38, June.
Articles
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Sorry, no citations of articles recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
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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 13 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-RMG: Risk Management (8) 2016-06-18 2017-08-20 2017-08-20 2018-12-10 2021-04-26 2022-01-10 2022-04-04 2023-08-14. Author is listed
- NEP-IAS: Insurance Economics (7) 2017-08-20 2017-08-20 2019-06-10 2022-01-10 2022-01-10 2022-03-14 2022-04-04. Author is listed
- NEP-CFN: Corporate Finance (4) 2022-01-10 2022-03-14 2022-04-04 2023-06-12. Author is listed
- NEP-MAC: Macroeconomics (3) 2021-04-26 2022-01-10 2022-04-04
- NEP-FDG: Financial Development and Growth (2) 2021-04-26 2022-01-10
- NEP-FMK: Financial Markets (2) 2021-04-26 2023-06-12
- NEP-ISF: Islamic Finance (2) 2022-01-10 2022-03-14
- NEP-MIC: Microeconomics (2) 2018-12-17 2019-06-10
- NEP-BAN: Banking (1) 2016-06-18
- NEP-CBA: Central Banking (1) 2016-06-18
- NEP-CWA: Central and Western Asia (1) 2021-04-26
- NEP-FLE: Financial Literacy and Education (1) 2019-06-10
- NEP-UPT: Utility Models and Prospect Theory (1) 2019-06-10
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