Christian Upper

Names

Affiliations

• Bank for International Settlements (BIS)
  • website
  • location: Basel, Switzerland

Research profile

author of:

• Simulation methods to assess the danger of contagion in interbank markets
  by Upper, Christian
• The tail wags the dog: time-varying information shares in the Bund market
  by Christian Upper & Thomas Werner
• Tail Wags Dog? Time-Varying Information Shares in the Bund Market
  by Upper, Christian & Werner, Thomas
• Time Variation in the Tail Behaviour of Bund Futures Returns
  by Upper, Christian & Werner, Thomas
• Changing post-trading arrangements for OTC derivatives
  by Elisabeth Ledrut & Christian Upper
• How safe was the "Safe Haven"? Financial market liquidity during the 1998 turbulences
  by Christian Upper
  edited by
• Real long-term interest rates and monetary policy: a cross-country perspective
  by Christian Upper & Andreas Worms
  edited by
• How safe was the "safe haven"? Financial market liquidity during the 1998 turbulences
  by Upper, Christian
• Using counterfactual simulations to assess the danger of contagion in interbank markets
  by Christian Upper
• Measuring liquidity under stress
  by Christian Upper
  edited by
• How resilient are financial markets to stress? Bund futures and bonds during the 1998 turbulence
  by Christian Upper & Thomas Werner
  edited by
• Financial Crises and Economic Activity
  by Stephen G. Cecchetti & Marion Kohler & Christian Upper
• The covered bond market
  by Frank Packer & Ryan Stever & Christian Upper
• Debt reduction after crises
  by Garry Tang & Christian Upper
• Financial Crises and Economic Activity
  by Cecchetti, Stephen G. & Kohler, Marion & Upper, Christian
• Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?
  by Upper, Christian & Worms, Andreas
• Derivatives activity and monetary policy
  by Christian Upper
• Economic derivatives
  by Blaise Gadanecz & Richhild Moessner & Christian Upper
• What drives interbank rates? Evidence from the Libor panel
  by François-Louis Michaud & Christian Upper
• Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?
  by Upper, Christian & Worms, Andreas
• The ESRB at 1
  by 16 authorsHermann Remsperger & Stephen G. Cecchetti & Stefan Ingves & Alberto Giovannini & Jens Weidmann & Alexandros Vardoulakis & Stefano Neri & Jürgen Stark & Elod Takáts & Christian Upper & Claudia M. Buch & Sandra Eickmeier & Esteban Prieto & Abdul Abiad & Giovanni Dell'Ariccia & Grace Bin Li & Francesco Mazzaferro
  edited by Stefan Gerlach & Ernest Gnan & Jens Ulbrich
• Deleveraging and recovery
  by Elod Takáts & Christian Upper
  edited by
• Financial crises and economic activity
  by Stephen G. Cecchetti & Marion Kohler & Christian Upper
• Credit and growth after financial crises
  by Elod Takáts & Christian Upper
• The OTC interest rate derivatives market in 2013
  by Jacob Gyntelberg & Christian Upper
• Do institutional safeguards limit the danger of contagion in the German interbank market?
  by Christian Upper & Andreas Worms
• Estimating bilateral exposures in the German interbank market: is there a danger of contagion?
  by Christian Upper & Andreas Worms
  edited by
• Time variation in the tail behavior of Bund future returns
  by Thomas Werner & Christian Upper
• Labour reallocation and productivity dynamics: financial causes, real consequences
  by Claudio Borio & Enisse Kharroubi & Christian Upper & Fabrizio Zampolli
• Inflation mechanisms, expectations and monetary policy - Overview
  by Christian Upper
  edited by
• Emerging derivatives markets?
  by Christian Upper & Marcos Valli
• CAPITAL MISALLOCATION AND FINANCIAL DEVELOPMENT: A SECTOR-LEVEL ANALYSIS
  by Upper, Christian & Marconi, Daniela
• Building Resilience to Global Risks: Challenges for African Central Banks
  by Benedicte Vibe Christensen & Christian Upper
• Capital Misallocation and Financial Development: A Sector-Level Analysis
  by Daniela Marconi & Christian Upper
• Capital misallocation and financial development: A sector-level analysis
  by Daniela Marconi & Christian Upper
• New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues
  by 15 authorsEugenio Cerutti & Sylvester Eijffinger & Serafín Frache & Javier García-Cicco & Ernest Gnan & David Martinez-Miera & Donato Masciandaro & Athanasios Orphanides & Jorge Ponce & Paola Profeta & Davide Romelli & Margarita Rubio & Dmitriy Sergeyev & Dimitrios P. Tsomocos & Mathilde Viennot & Fang Yao
  edited by Ernest Gnan and Donato Masciandaro
• Macroprudential frameworks, implementation and relationship with other policies
  by Christian Upper
  edited by
• Are banks opaque? Evidence from insider trading
  by Fabrizio Spargoli & Christian Upper
• Mortgages, developers and property prices
  by Michael Chui & Anamaria Illes & Christian Upper
• Macroprudential frameworks: implementation and effectiveness
  by Yavuz Arslan and Christian Upper
  edited by
• Time variation in the tail behaviour of bunds futures returns
  by Upper, Christian & Werner, Thomas
• Shadow Banking: Financial Intermediation beyond Banks
  by 17 authorsTobias Adrian & Edouard Chrétien & Michael Chui & Saskia de Vries-van Ewijk & Christoph Fricke & Daniel Fricke & Seppo Honkapohja & Jiasun Li & Victor Lyonnet & Stan Maes & Patrizio Morganti & Daniéle Nouy & Giorgio Nuzzo & Margarita Rubio & Antti Suhonen & Christian Upper & Lukas Voellmy & Dimitris Zafeiris
  edited by Esa Jokivuolle

editor of:

• BIS Quarterly Review
  edited by Christian Upper