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Christian Weistroffer

Personal Details

First Name:Christian
Middle Name:
Last Name:Weistroffer
Suffix:
RePEc Short-ID:pwe295

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Koen van der Veer & Anouk Levels & Claudia Lambert & Luis Molestina Vivar & Christian Weistroffer & Raymond Chaudron & René de Sousa van Stralen, 2017. "Developing macroprudential policy for alternative investment funds," DNB Occasional Studies 1504, Netherlands Central Bank, Research Department.
  2. 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.
  3. Laurent Grillet-Aubert & Jean-Baptiste Haquin & Clive Jackson & Neill Killeen & Christian Weistroffer, 2016. "Assessing shadow banking – non-bank financial intermediation in Europe," ESRB Occasional Paper Series 10, European Systemic Risk Board.
  4. Christian Weistroffer, 2011. "Identifying Systemically Important Financial Institutions (SIFIs)," Working Papers id:4383, eSocialSciences.
  5. Weistroffer, Christian & Vallés, Veronica, 2008. "Monitoring banking sector risks: An applied approach," Research Notes 29, Deutsche Bank Research.
  6. Steffen Sebastian & Christian Weistroffer, 2007. "Understanding Flows into Open End Real Estate Funds," ERES eres2007_214, European Real Estate Society (ERES).

Articles

  1. 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.
  2. 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.
  3. Georg Dettmann & Jochen Möbert & Christian Weistroffer, 2012. "Bilateral current account rebalancing in the EMU," Intereconomics: Review of European Economic Policy, Springer;German National Library of Economics;Centre for European Policy Studies (CEPS), vol. 47(4), pages 257-264, July.
  4. 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(SPECIALIS), pages 35-42, February.
  5. Thomas Mayer & Jochen Möbert & Christian Weistroffer, 2011. "Makroökonomische Ungleichgewichte in der EWU und das Eurosystem," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(16), pages 31-38, September.
  6. Schäfer, Stefan & Weistroffer, Christian, 2007. "Determinanten des deutschen Kreditzinsniveaus," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW – German National Library of Economics / Leibniz Information Centre for Economics, vol. 87(9), pages 600-606.

Chapters

  1. Verónica Vallés & Christian Weistroffer, 2010. "Monitoring banking sector risks: an applied approach," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.

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.

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. 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. 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).
    2. 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.
    3. van der Veer, Koen & Levels, Anouk & Lambert, Claudia & Vivar, Luis Molestina & Weistroffer, Christian & Chaudron, Raymond & van Stralen, René de Sousa, 2017. "Developing macroprudential policy for alternative investment funds," Occasional Paper Series 202, European Central Bank.

  2. Laurent Grillet-Aubert & Jean-Baptiste Haquin & Clive Jackson & Neill Killeen & Christian Weistroffer, 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. 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.
    3. 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.
    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.

  3. 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, Research Department.
    2. Jobst, Andreas A., 2014. "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
    3. Karkowska, Renata, 2014. "The analytical framework for identifying and benchmarking systemically important financial institutions in Europe," MPRA Paper 58819, University Library of Munich, Germany.
    4. 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.
    5. Stefano Gurciullo, 2014. "Stess-testing the system: Financial shock contagion in the realm of uncertainty," Papers 1412.1679, arXiv.org.
    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, Research Department.
    7. 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.
    8. Andreas A. Jobst & Dale F. Gray, 2013. "Systemic Contingent Claims Analysis; Estimating Market-Implied Systemic Risk," IMF Working Papers 13/54, International Monetary Fund.
    9. Nastansky, Andreas, 2014. "Systemisches Risiko und systemrelevante Finanzinstitute," Arbeitspapiere der FOM 50, FOM Hochschule für Oekonomie & Management.
    10. 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.

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

    Cited by:

    1. 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.

Articles

  1. 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. 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.
    2. 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).

  2. 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. 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.
    2. 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).

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

    Cited by:

    1. Georg Dettmann, 2014. "Determinants of Internal and External Imbalances within the Euro Area," Working Papers 01/2014, University of Verona, Department of Economics.

  4. 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(SPECIALIS), pages 35-42, February.

    Cited by:

    1. Alexander Erler & Stefan Hohberger, 2016. "Editor's Choice TARGET2: How Costly is Buying Time?," CESifo Economic Studies, CESifo, vol. 62(3), pages 491-505.
    2. 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 Univeristy of Manchester.
    3. Karkowska, Renata, 2014. "The analytical framework for identifying and benchmarking systemically important financial institutions in Europe," MPRA Paper 58819, University Library of Munich, Germany.
    4. Sergio Cesaratto, 2012. "Controversial and novel features of the Eurozone crisis as a balance of payment crisis," Department of Economics University of Siena 640, Department of Economics, University of Siena.
    5. Hans-Werner Sinn, 2013. "Die Target-Verluste im Fall des Auseinanderbrechens des Euro – Eine Replik auf De Grauwe und Ji," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(01), pages 14-24, January.

  5. Thomas Mayer & Jochen Möbert & Christian Weistroffer, 2011. "Makroökonomische Ungleichgewichte in der EWU und das Eurosystem," 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. 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(4), pages 37-43, December.
    3. Hans-Werner Sinn, 2013. "Die Target-Verluste im Fall des Auseinanderbrechens des Euro – Eine Replik auf De Grauwe und Ji," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 66(01), pages 14-24, January.

Chapters

  1. Verónica Vallés & Christian Weistroffer, 2010. "Monitoring banking sector risks: an applied approach," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

Books

    Sorry, no citations of books recorded.

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 5 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 (2) 2017-03-26 2017-12-18
  2. NEP-MAC: Macroeconomics (1) 2018-01-01
  3. NEP-RMG: Risk Management (1) 2016-08-28

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