Christian Weistroffer

Personal Details

First Name:	Christian
Middle Name:
Last Name:	Weistroffer
Suffix:
RePEc Short-ID:	pwe295
	[This author has chosen not to make the email address public]

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

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

1. Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2022. "Is the EU money market fund regulation fit for purpose? Lessons from the COVID-19 turmoil," Working Paper Series 2737, European Central Bank.

   Cited by:

   1. Maddalena Ghio & Linda Rousova & Dilyara Salakhova & Mr. German Villegas Bauer, 2023. "Derivative Margin Calls: A New Driver of MMF Flows," IMF Working Papers 2023/061, International Monetary Fund.
      • Ghio, Maddalena & Rousová, Linda & Salakhova, Dilyara & Bauer, Germán Villegas, 2023. "Derivative margin calls: a new driver of MMF flows," Working Paper Series 2800, European Central Bank.

2. Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2020. "Burned by leverage? Flows and fragility in bond mutual funds," Working Paper Series 2413, European Central Bank.
   • Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023. "Burned by leverage? Flows and fragility in bond mutual funds," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 354-380.

   Cited by:

   1. Muñoz, Manuel A., 2020. "Macroprudential policy and the role of institutional investors in housing markets," Working Paper Series 2454, European Central Bank.
      • Smets, Frank & Muñoz, Manuel A., 2022. "Macroprudential policy and the role of institutional investors in housing markets," CEPR Discussion Papers 17479, C.E.P.R. Discussion Papers.
      • Muñoz, Manuel A. & Smets, Frank, 2022. "Macroprudential policy and the role of institutional investors in housing markets," ESRB Working Paper Series 137, European Systemic Risk Board.
   2. Ulf Lewrick & Jochen Schanz, 2023. "Towards a Macroprudential Framework for Investment Funds: Swing Pricing and Investor Redemptions," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 229-267, August.
   3. Breckenfelder, Johannes & Hoerova, Marie, 2023. "Do non-banks need access to the lender of last resort? Evidence from fund runs," Working Paper Series 2805, European Central Bank.
      • Hoerova, Marie & Breckenfelder, Johannes, 2023. "Do non-banks need access to the lender of last resort? Evidence from fund runs," CEPR Discussion Papers 18122, C.E.P.R. Discussion Papers.
   4. Fricke, Daniel, 2021. "Synthetic leverage and fund risk-taking," Discussion Papers 09/2021, Deutsche Bundesbank.
      • Fricke, Daniel, 2021. "Synthetic Leverage and Fund Risk-Taking," ESRB Working Paper Series 126, European Systemic Risk Board.
   5. Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.

3. Oprica, Silviu & Weistroffer, Christian, 2019. "Institutional presence in secondary bank bond markets: how does it affect liquidity and volatility?," Working Paper Series 2276, European Central Bank.

   Cited by:

   1. Curatola, Giuliano, 2022. "Price impact, strategic interaction and portfolio choice," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
   2. Weigerding, Michael, 2023. "Long-term liquidity effects of large-scale asset purchase programs: Evidence from the euro covered bond market," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 244-264.
   3. Altavilla, Carlo & Fernandes, Cecilia Melo & Ongena, Steven & Scopelliti, Alessandro, 2022. "Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers," Working Paper Series 2758, European Central Bank.

4. van der Veer, Koen & Levels, Anouk & Lambert, Claudia & Weistroffer, Christian & Chaudron, Raymond & van Stralen, René de Sousa & Molestina Vivar, Luis, 2017. "Developing macroprudential policy for alternative investment funds," Occasional Paper Series 202, European Central Bank.

   Cited by:

   1. Argyropoulos, Christos & Candelon, Bertrand & Hasse, Jean-Baptiste & Panopoulou, Ekaterini, 2020. "Toward a macroprudential regulatory framework for mutual funds," LIDAM Discussion Papers LFIN 2020008, Université catholique de Louvain, Louvain Finance (LFIN).
      • Christos Argyropoulos & Bertrand Candelon & Jean-Baptiste Hasse & Ekaterini Panopoulou, 2023. "Towards a macroprudential regulatory framework for mutual funds?," Post-Print hal-04103373, HAL.
      • Argyropoulos, Christos & Candelon, Bertrand & Hasse, Jean-Baptiste & Panopoulou, Ekaterini, 2023. "Toward a Macroprudential Regulatory Framework for Mutual Funds," LIDAM Reprints LFIN 2023006, Université catholique de Louvain, Louvain Finance (LFIN).
      • Christos Argyropoulos & Bertrand Candelon & Jean-Baptiste Hasse & Ekaterini Panopoulou, 2020. "Toward a Macroprudential Regulatory Framework for Mutual Funds," GRU Working Paper Series GRU_2020_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
   2. Jean-Baptiste Hasse & Christelle Lecourt & Souhila Siagh, 2023. "Institutional Stock-Bond Portfolios Rebalancing and Financial Stability," AMSE Working Papers 2322, Aix-Marseille School of Economics, France.
   3. Jean-Baptiste Hasse, 2020. "Systemic Risk: a Network Approach," AMSE Working Papers 2025, Aix-Marseille School of Economics, France.
      • Jean-Baptiste Hasse, 2022. "Systemic risk: a network approach," Empirical Economics, Springer, vol. 63(1), pages 313-344, July.
      • Jean-Baptiste Hasse, 2022. "Systemic risk: a network approach," Post-Print hal-03740283, HAL.
   4. Aikman, David & Beale, Daniel & Brinley-Codd, Adam & Covi, Giovanni & Hüser, Anne‑Caroline & Lepore, Caterina, 2023. "Macroprudential stress‑test models: a survey," Bank of England working papers 1037, Bank of England.
      • David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023. "Macro-Prudential Stress Test Models: A Survey," IMF Working Papers 2023/173, International Monetary Fund.
   5. Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.

5. Molitor, Philippe & Doyle, Nicola & Hermans, Lieven & Weistroffer, Christian, 2016. "Shadow banking in the euro area: risks and vulnerabilities in the investment fund sector," Occasional Paper Series 174, European Central Bank.

   Cited by:

   1. Arina Wischnewsky & Matthias Neuenkirch, 2018. "Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," Research Papers in Economics 2018-03, University of Trier, Department of Economics.
      • Wischnewsky Arina & Neuenkirch Matthias, 2021. "Shadow banks and the risk-taking channel of monetary policy transmission in the euro area," German Economic Review, De Gruyter, vol. 22(1), pages 97-128, February.
      • Arina Wischnewsky & Matthias Neuenkirch, 2018. "Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," CESifo Working Paper Series 7118, CESifo.
   2. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
   3. Lukasz Prorokowski, 2020. "Macroprudential due-diligence framework for shadow banking entities," Bank i Kredyt, Narodowy Bank Polski, vol. 51(6), pages 587-612.
   4. Maciej Anacki & Jörg Reddig, 2017. "Using granular security holdings data to enhance investment fund statistics," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
   5. Igor Kravchuk, 2019. "Management of Investment Funds Financial Fragility," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 15(4), pages 17-32.
   6. Gebauer Stefan, 2021. "Welfare-Based Optimal Macroprudential Policy with Shadow Banks," Working papers 817, Banque de France.
   7. Gebauer, Stefan & Mazelis, Falk, 2018. "The Role of Shadow Banking for Financial Regulation," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181581, Verein für Socialpolitik / German Economic Association.
   8. Samo Boh & Stefano Borgioli & Andra (Buca) Coman & Bogdan Chiriacescu & Anne Koban & Joao Veiga & Piotr Kusmierczyk & Mara Pirovano & Thomas Schepens, 2017. "European Macroprudential Database," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
      • Boh, Samo & Borgioli, Stefano & Coman, Andra & Chiriacescu, Bogdan & Koban, Anne & Kusmierczyk, Piotr & Pirovano, Mara & Schepens, Thomas & Veiga, Joao, 2019. "European macroprudential database," Statistics Paper Series 32, European Central Bank.
   9. Caloca, Antonio Rodríguez & Rousová, Linda, 2018. "Disentangling euro area portfolios: new evidence on cross-border securities holdings," Statistics Paper Series 28, European Central Bank.
   10. Jin, Xisong & Nadal De Simone, Francisco, 2020. "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, vol. 49(C).
   11. Philipp Kirchner & Benjamin Schwanebeck, 2017. "Optimal Unconventional Monetary Policy in the Face of Shadow Banking," MAGKS Papers on Economics 201725, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
   12. van der Veer, Koen & Levels, Anouk & Lambert, Claudia & Weistroffer, Christian & Chaudron, Raymond & van Stralen, René de Sousa & Molestina Vivar, Luis, 2017. "Developing macroprudential policy for alternative investment funds," Occasional Paper Series 202, European Central Bank.
   13. Philipp Kirchner, 2020. "On shadow banking and fiÂ…nancial frictions in DSGE modeling," MAGKS Papers on Economics 202019, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
   14. Baranga Laurentiu Paul, 2019. "Operational risk assessment at investment funds level," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 13(1), pages 162-170, May.
   15. Georgios Magkonis & Eun Young Oh & Shuonan Zhang, 2022. "On the Macroeconomic Effects of Shadow Banking Development," Working Papers in Economics & Finance 2022-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.

6. Grillet-Aubert, Laurent & Haquin, Jean-Baptiste & Jackson, Clive & Killeen, Neill & Weistroffer, Christian, 2016. "Assessing shadow banking – non-bank financial intermediation in Europe," ESRB Occasional Paper Series 10, European Systemic Risk Board.

   Cited by:

   1. A. Mantovi & G. Tagliavini, 2017. "Liquidity cognition and limits of arbitrage," Economics Department Working Papers 2017-EP01, Department of Economics, Parma University (Italy).
   2. Abad, Jorge & D'Errico, Marco & Killeen, Neill & Luz, Vera & Peltonen, Tuomas A. & Portes, Richard & Urbano, Teresa, 2017. "Mapping the interconnectedness between EU banks and shadow banking entities," ESRB Working Paper Series 40, European Systemic Risk Board.
      • Jorge Abad & Marco D'Errico & Neill Killeen & Vera Luz & Tuomas Peltonen & Richard Portes & Teresa Urbano, 2017. "Mapping the Interconnectedness between EU Banks and Shadow Banking Entities," NBER Working Papers 23280, National Bureau of Economic Research, Inc.
      • Portes, Richard & , & D'Errico, Marco & Killeen, Neill & Luz, Vera & Peltonen, Tuomas & Urbano, Teresa, 2017. "Mapping the interconnectedness between EU banks and shadow banking entities," CEPR Discussion Papers 11919, C.E.P.R. Discussion Papers.
   3. Ronald B. Davies & Neill Killeen, 2018. "The Effect of Tax Treaties on Market Based Finance: Evidence using Firm-Level Data," Working Papers 201818, School of Economics, University College Dublin.
   4. Samo Boh & Stefano Borgioli & Andra (Buca) Coman & Bogdan Chiriacescu & Anne Koban & Joao Veiga & Piotr Kusmierczyk & Mara Pirovano & Thomas Schepens, 2017. "European Macroprudential Database," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
      • Boh, Samo & Borgioli, Stefano & Coman, Andra & Chiriacescu, Bogdan & Koban, Anne & Kusmierczyk, Piotr & Pirovano, Mara & Schepens, Thomas & Veiga, Joao, 2019. "European macroprudential database," Statistics Paper Series 32, European Central Bank.
   5. Hodula, Martin & Melecky, Ales & Machacek, Martin, 2020. "Off the radar: Factors behind the growth of shadow banking in Europe," Economic Systems, Elsevier, vol. 44(3).
   6. Giorgio Nuzzo, 2017. "A critical review of the statistics on the size and riskiness of the securitization market: evidence from Italy and other euro-area countries," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
   7. Martin Hodula, 2018. "Off the Radar: Exploring the Rise of Shadow Banking in the EU," Working Papers 2018/16, Czech National Bank.
   8. Mariya Rubakha & Lesia Tkachyk & Olena Hamkalo & Khrystyna Demkiv, 2019. "Integral Assessment of Banking Activity Effectiveness and Rating of Ukrainian and Bulgarian Banks," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 70-96.
   9. Martin Hodula, 2019. "Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place," Working Papers 2019/5, Czech National Bank.
   10. Foglia, Matteo & Angelini, Eliana, 2020. "From me to you: Measuring connectedness between Eurozone financial institutions," Research in International Business and Finance, Elsevier, vol. 54(C).

7. Christian Weistroffer, 2011. "Identifying Systemically Important Financial Institutions (SIFIs)," Working Papers id:4383, eSocialSciences.

   Cited by:

   1. Michal Skorepa & Jakub Seidler, 2014. "Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues," Research and Policy Notes 2014/01, Czech National Bank.
      • Michal Skorepa & Jakub Seidler, 2015. "Capital buffers based on banks’ domestic systemic importance: selected issues," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 7(3), pages 207-220, August.
   2. Anna Buriak & Serhiy Lyeonov & Tetiana Vasylieva, 2015. "Systematically Important Domestic Banks: An Indicator-Based Measurement Approach for the Ukrainian Banking System," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(6), pages 715-728.
   3. Jobst, Andreas A., 2014. "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
      • Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers 2012/209, International Monetary Fund.
   4. Karkowska, Renata, 2014. "The analytical framework for identifying and benchmarking systemically important financial institutions in Europe," MPRA Paper 58819, University Library of Munich, Germany.
      • Renata Karkowska, 2014. "The Analytical Framework For Identifying And Benchmarking Systemically Important Financial Institutions In Europe," Faculty of Management Working Paper Series 42014, University of Warsaw, Faculty of Management.
   5. Lu, Jing & Hu, Xiaohong, 2014. "Novel three-bank model for measuring the systemic importance of commercial banks," Economic Modelling, Elsevier, vol. 43(C), pages 238-246.
   6. Zlatuse Komarkova & Vaclav Hausenblas & Jan Frait, 2012. "How To Identify Systemically Important Financial Institutions," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2011/2012, chapter 0, pages 100-111, Czech National Bank.
   7. Andreas Jobst & Mr. Dale F Gray, 2013. "Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk," IMF Working Papers 2013/054, International Monetary Fund.
   8. Camilo Eduardo Sánchez-Quinto, 2022. "SRISK: una medida de riesgo sistémico para la banca colombiana 2005-2021," Borradores de Economia 1207, Banco de la Republica de Colombia.
   9. Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 112-129.
   10. Jan Koleśnik & Anna Dąbkowska, 2021. "Methods for alleviating the problem of Too big to fail in Germany," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(1), pages 11-23, March.
   11. Stefano Gurciullo, 2014. "Stess-testing the system: Financial shock contagion in the realm of uncertainty," Papers 1412.1679, arXiv.org.
   12. Jacob Kleinow & Andreas Horsch & Mario Garcia-Molina, 2017. "Factors driving systemic risk of banks in Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 211-234, April.
   13. Nastansky, Andreas, 2014. "Systemisches Risiko und systemrelevante Finanzinstitute," Arbeitspapiere der FOM 50, FOM Hochschule für Oekonomie & Management.

8. Weistroffer, Christian & Vallés, Veronica, 2008. "Monitoring banking sector risks: An applied approach," Research Notes 29, Deutsche Bank Research.

   Cited by:

   1. Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012. "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers 2012-12, Economic Research Institute, Bank of Korea.
      • Jong Lee & Jaemin Ryu & Dimitrios Tsomocos, 2013. "Measures of systemic risk and financial fragility in Korea," Annals of Finance, Springer, vol. 9(4), pages 757-786, November.
   2. Lawson, Aidan, 2021. "United Kingdom Asset Resolution Limited (UKAR)," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 3(2), pages 641-664, April.

9. Steffen Sebastian & Christian Weistroffer, 2007. "Understanding Flows into Open End Real Estate Funds," ERES eres2007_214, European Real Estate Society (ERES).

   Cited by:

   1. Barra McCarthy, 2019. "Real estate fund investment in post-crisis Ireland," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.

Articles

1. Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023. "Burned by leverage? Flows and fragility in bond mutual funds," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 354-380.
   • Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2020. "Burned by leverage? Flows and fragility in bond mutual funds," Working Paper Series 2413, European Central Bank.
   See citations under working paper version above.
2. Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2021. "How effective is the EU Money Market Fund Regulation? Lessons from the COVID 19 turmoil," Macroprudential Bulletin, European Central Bank, vol. 12.

   Cited by:

   1. Dunne, Peter G. & Giuliana, Raffaele, 2022. "Did Public Debt Assets Improve the Resilience of Money Market Funds during the COVID-19 Crisis?," Financial Stability Notes 5/FS/22, Central Bank of Ireland.

3. Grill, Michael & O´Sullivan, Seán & Wedow, Michael & Weistroffer, Christian, 2021. "Liquidity transformation by investment funds: structural fault line or desirable financial transformation? A systemic perspective," Macroprudential Bulletin, European Central Bank, vol. 12.

   Cited by:

   1. Yoshiyasu Koide & Yoshihiko Hogen & Nao Sudo, 2022. "Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications," Bank of Japan Working Paper Series 22-E-15, Bank of Japan.

4. Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2019. "Is leverage driving procyclical investor flows? Assessing investor behaviour in UCITS bond funds," Macroprudential Bulletin, European Central Bank, vol. 9.

   Cited by:

   1. Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.

5. Grill, Michael & Lambert, Claudia & Marquardt, Philipp & Watfe, Gibran & Weistroffer, Christian, 2018. "Counterparty and liquidity risks in exchange-traded funds," Financial Stability Review, European Central Bank, vol. 2.

   Cited by:

   1. Barbara Alemanni & Mario Maggi & Pierpaolo Uberti, 2021. "Unleveraged Portfolios and Pure Allocation Return," JRFM, MDPI, vol. 14(11), pages 1-11, November.

6. Cominetta, Matteo & Lambert, Claudia & Levels, Anouk & Rydén, Anders & Weistroffer, Christian, 2018. "Macroprudential liquidity tools for investment funds - A preliminary discussion," Macroprudential Bulletin, European Central Bank, vol. 6.

   Cited by:

   1. Kaufmann, Christoph, 2021. "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series 119, European Systemic Risk Board.
      • Christoph Kaufmann, 2023. "Investment Funds, Monetary Policy, and the Global Financial Cycle," Journal of the European Economic Association, European Economic Association, vol. 21(2), pages 593-636.
      • Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," Working Paper Series 2489, European Central Bank.
      • Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224573, Verein für Socialpolitik / German Economic Association.
   2. Milan Szabo, 2022. "Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?," Working Papers 2022/6, Czech National Bank.
   3. di Iasio, Giovanni & Kaufmann, Christoph & Wicknig, Florian, 2022. "Macroprudential regulation of investment funds," Working Paper Series 2695, European Central Bank.

7. David H. Downs & Steffen Sebastian & Christian Weistroffer & René-Ojas Woltering, 2016. "Real Estate Fund Flows and the Flow-Performance Relationship," The Journal of Real Estate Finance and Economics, Springer, vol. 52(4), pages 347-382, May.

   Cited by:

   1. Philipp Gerlach & Raimond Maurer, 2020. "The Growing Importance of Secondary Market Activities for Open-end Real Estate Fund Shares in Germany," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 72(1), pages 65-106, February.
   2. Zehua He & Kexin Hu & Zhongfei Li, 2023. "Drifting from the Sustainable Development Goal: Style Drift in ESG Funds," Sustainability, MDPI, vol. 15(16), pages 1-24, August.
   3. Sebastian Schnejdar & Michael Heinrich & René-Ojas Woltering & Steffen Sebastian, 2020. "The Discount to NAV of Distressed Open-End Real Estate Funds," The Journal of Real Estate Finance and Economics, Springer, vol. 61(1), pages 80-114, June.
   4. Grill, Michael & Molestina Vivar, Luis & Wedow, Michael, 2022. "Mutual fund suspensions during the COVID-19 market turmoil - asset liquidity, liquidity management tools and spillover effects," Finance Research Letters, Elsevier, vol. 50(C).
   5. Ciccone, Julien & Marchiori, Luca & Morhs, Romuald, 2022. "The flow-performance relationship of global investment funds," Journal of International Money and Finance, Elsevier, vol. 127(C).
      • Julien Ciccone & Luca Marchiori & Romuald Morhs, 2021. "The flow-performance relationship of global investment Funds," BCL working papers 151, Central Bank of Luxembourg.
   6. Eli Beracha & David H. Downs & Greg MacKinnon, 2017. "The 4% rule: Does real estate make a difference?," Journal of Property Research, Taylor & Francis Journals, vol. 34(3), pages 181-210, July.
   7. Barra McCarthy, 2019. "Real estate fund investment in post-crisis Ireland," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
   8. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Jean-Luc Prigent & Donald Keenan & Mahdi Mokrane, 2017. "Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion," THEMA Working Papers 2017-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
   9. Sebastian Schnejdar & Michael Heinrich & René-Ojas Woltering & Steffen Sebastian, 2017. "The Discount to NAV of distressed German open-ended real estate funds," ERES eres2017_160, European Real Estate Society (ERES).

8. Christian Weistroffer & Steffen Sebastian, 2015. "The German Open-End Fund Crisis – A Valuation Problem?," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 517-548, May.

   Cited by:

   1. Philipp Gerlach & Raimond Maurer, 2020. "The Growing Importance of Secondary Market Activities for Open-end Real Estate Fund Shares in Germany," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 72(1), pages 65-106, February.
   2. Sebastian Schnejdar & Michael Heinrich & René-Ojas Woltering & Steffen Sebastian, 2020. "The Discount to NAV of Distressed Open-End Real Estate Funds," The Journal of Real Estate Finance and Economics, Springer, vol. 61(1), pages 80-114, June.
   3. Eli Beracha & David H. Downs & Greg MacKinnon, 2017. "The 4% rule: Does real estate make a difference?," Journal of Property Research, Taylor & Francis Journals, vol. 34(3), pages 181-210, July.
   4. Molitor, Philippe & Doyle, Nicola & Hermans, Lieven & Weistroffer, Christian, 2016. "Shadow banking in the euro area: risks and vulnerabilities in the investment fund sector," Occasional Paper Series 174, European Central Bank.
   5. Sebastian Schnejdar & Michael Heinrich & René-Ojas Woltering & Steffen Sebastian, 2017. "The Discount to NAV of distressed German open-ended real estate funds," ERES eres2017_160, European Real Estate Society (ERES).

9. Georg Dettmann & Jochen Möbert & Christian Weistroffer, 2012. "Bilateral current account rebalancing in the EMU," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 47(4), pages 257-264, July.

   Cited by:

   1. Victoria Pagan & Kathryn Haynes & Stefanie Reissner, 2023. "Accountable Selves and Responsibility Within a Global Forum," Journal of Business Ethics, Springer, vol. 187(2), pages 255-270, October.
   2. Georg Dettmann, 2014. "Determinants of Internal and External Imbalances within the Euro Area," Working Papers 01/2014, University of Verona, Department of Economics.
   3. Frey-Heger, Corinna & Barrett, Michael, 2021. "Possibilities and limits of social accountability: The consequences of visibility as recognition and exposure in refugee crises," Accounting, Organizations and Society, Elsevier, vol. 89(C).
   4. Favotto, Alvise & McKernan, John Francis & Zou, Yanru, 2022. "Speculative accountability for animal kinship," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 84(C).
   5. Pesci, Caterina & Costa, Ericka & Andreaus, Michele, 2020. "Using accountability to shape the common good," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 67.
   6. Noemi Sinkovics & Rudolf R. Sinkovics & Jason Archie-Acheampong, 2021. "Small- and medium-sized enterprises and sustainable development: In the shadows of large lead firms in global value chains," Journal of International Business Policy, Palgrave Macmillan, vol. 4(1), pages 80-101, March.

10. Thomas Mayer & Jochen Möbert & Christian Weistroffer, 2012. "Macroeconomic Imbalances in EMU and the Eurosystem," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 13(1), pages 35-42, February.

    Cited by:

    1. Karkowska, Renata, 2014. "The analytical framework for identifying and benchmarking systemically important financial institutions in Europe," MPRA Paper 58819, University Library of Munich, Germany.
       • Renata Karkowska, 2014. "The Analytical Framework For Identifying And Benchmarking Systemically Important Financial Institutions In Europe," Faculty of Management Working Paper Series 42014, University of Warsaw, Faculty of Management.
    2. Alexander Erler & Stefan Hohberger, 2016. "Editor's Choice TARGET2: How Costly is Buying Time?," CESifo Economic Studies, CESifo Group, vol. 62(3), pages 491-505.
    3. S. Devrim Yilmaz & Burak Saltoglu, 2013. "Why is it so Difficult and Complex to Solve the Euro Problem?," Centre for Growth and Business Cycle Research Discussion Paper Series 180, Economics, The University of Manchester.
       • Burak Saltoðlu & Devrim Yýlmaz, 2013. "Why is it so Difficult and Complex to Solve the Euro Problem?," Working Papers 2013/02, Bogazici University, Department of Economics.
    4. Hans-Werner Sinn, 2013. "Target Losses If The Euro Breaks Up – A Response to De Grauwe and Ji," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(01), pages 14-24, January.

11. Thomas Mayer & Jochen Möbert & Christian Weistroffer, 2011. "Macroeconomic imbalances in the euro area and the euro system," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(16), pages 31-38, September.

    Cited by:

    1. Schmid, Peter Alfons, 2012. "The crisis of the EMU," MPRA Paper 40390, University Library of Munich, Germany.
    2. Hans-Werner Sinn, 2013. "Target Losses If The Euro Breaks Up – A Response to De Grauwe and Ji," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(01), pages 14-24, January.
    3. Karlhans Sauernheimer, 2011. "Greece: Bail-out Packages, Current Account and Foreign Debt," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 12(04), pages 37-43, December.

Chapters

Sorry, no citations of chapters recorded.

Books

1. Hans J. Blommestein & Lex H. Hoogduin & Jolanda J.W. Peeters & Wim W. Boonstra & Verónica Vallés & Christian Weistroffer & Stephan Schulmeister, 2010. "The Quest for Stability: the view of financial institutions," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/3 edited by Morten Balling, Jan Marc Berk and Marc-Olivier Strauss-Kahn, May.

   Cited by:

   1. Laura Chiaramonte & Federica Poli & Marco Ercole Oriani, 2015. "Are Cooperative Banks a Lever for Promoting Bank Stability? Evidence from the Recent Financial Crisis in OECD Countries," European Financial Management, European Financial Management Association, vol. 21(3), pages 491-523, June.

More information

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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 7 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.

1. NEP-EEC: European Economics (5) 2017-03-26 2017-12-18 2019-05-13 2022-10-17 2023-06-26. Author is listed
2. NEP-FMK: Financial Markets (3) 2020-06-15 2022-10-17 2023-06-26
3. NEP-BAN: Banking (2) 2019-05-13 2022-10-17
4. NEP-RMG: Risk Management (2) 2016-08-28 2022-10-17
5. NEP-CBA: Central Banking (1) 2022-10-17
6. NEP-IFN: International Finance (1) 2023-06-26
7. NEP-MON: Monetary Economics (1) 2022-10-17

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