Published articles - 2020
- Assessing uncertainty in the natural rate of interest: Info-gap as guide for monetary policy in the euro area
Jan Willem van den End and Yakov Ben-Haim
International Journal of Finance and Economics, 2020, 27(3), 3228-3245 - Is there anybody out there? Detecting operational outages from Large Value Transfer System transaction data
Neville Arjani and Ronald Heijmans
Journal of Financial Market Infrastructures, 2020, 8(4), 23–41 - Trust in the central bank and inflation expectations
Dimitris Christelis, Dimitris Georgarakos, Tullio Jappelli and Maarten van Rooij
International Journal of Central Banking, 2020, 16(6), 1-37 - Individual inflation forecasts and monetary policy announcements
Jakob de Haan, Kostas Mavromatis and Garyn Tan
Economics Letters, 2020, 197, 109602 - Sectoral allocation and macroeconomic imbalances in EMU
Niels Gilbert and Sebastiaan Pool
Review of World Economics, 2020, 156, 945–984 - Does institutional quality condition the impact of financial stability transparency on financial stability?
Tim van Duuren, Jakob de Haan and Henk van Kerkhoff
Applied Economics Letters, 2020, 27(20), 1635-1638
- Crime, deterrence and punishment revisited
Maurice Bun, Richard Kelaher, Vasilis Sarafidis and Don Weatherburn
Empirical Economics, 2020, 59, 2303–2333
- Finite sample properties of the GMM Anderson-Rubin test
Maurice Bun, Helmut Farbmacher and Rutger Poldermans
Econometric Reviews, 2020, 39(10), 1042-1056
- Benchmark selection and performance
Dirk Broeders and Leo de Haan
Journal of Pension Economics and Finance, 2020, 19(4), 511-531
- Loan to value caps and government-backed mortgage insurance: Loan-level evidence from Dutch residential mortgages
Leo de Haan and Mauro Mastrogiacomo
De Economist, 2020, 168, 453–473
- Bank profitability, leverage constraints and risk-taking
Natalya Martynova, Lev Ratnovski and Razvan Vlahu
Journal of Financial Intermediation, 2020, 44, 100821
- Finite horizons and the monetary/fiscal policy mix
Kostas Mavromatis
International Journal of Central Banking, 2020, 16(4), 327-378
- Housing vintage and price dynamics
Lyndsey Rolheiser, Dorinth van Dijk and Alex van de Minne
Regional Science & Urban Economics, 2020, 84, 103569
- Third-party signals and sales to expert-agent buyers: Quality indicators in the contemporary visual arts market
Monika Kackovic, Maurice Bun, Charles Weinberg, Joris Ebbers and Nachoem Wijnberg
International Journal of Research in Marketing, 2020, 37(3), 587-601
- Mortgage arrears, regulation and institutions: Cross-country evidence
Irina Stanga, Razvan Vlahu and Jakob de Haan
Journal of Banking and Finance, 2020, 118, 105889
- The political and institutional determinants of fiscal adjustments and expansions: Evidence for a large set of countries
Federico Giesenow, Juliette de Wit and Jakob de Haan
European Journal of Political Economy, 2020, 64, 101911
- European banks after the global financial crisis: Peak accumulated losses, twin crises and business models
Leo de Haan and Jan Kakes
Journal of Banking Regulation, 2020, 21(3), 197–211
- Finding counterfeited banknotes: the roles of vision and touch
Frank van der Horst, Joshua Snell and Jan Theeuwes
Cognitive Research: Principles and Implications, 2020, 5(40)
- Banking stress test effects on returns and risks
Cenkhan Sahin, Jakob de Haan and Ekaterina Neretina
Journal of Banking and Finance, 2020, 117, 105843
- Data on cross-border exposures of 61 largest European banks
Patty Duijm and Dirk Schoenmaker
Data in Brief, 2020, 30, 105613
- Exchange rate pass-through in China: A cost-push input-output price model
Yuwan Duan, Yanping Zhao and Jakob de Haan
Open Economies Review, 2020, 31, 513–528
- On the value of virtual currencies
Wilko Bolt and Maarten van Oordt
Journal of Money, Credit and Banking, 2020, 52(4), 835-862
- Pension fund equity performance: Patience, activity or both?
Tanja Artiga González, Iman van Lelyveld and Katarina Lučivjanská
Journal of Banking and Finance, 2020, 115, 105812 - Bank-based versus market-based financing: Implications for systemic risk.
Joost Bats and Aerdt Houben
Journal of Banking and Finance, 2020, 114, 105776
- International investment positions revisited: Investor heterogeneity and individual security characteristics
Martijn Boermans and Robert Vermeulen
Review of International Economics, 2020, 28(2), 466-496
- Does mortgage lending impact business credit? Evidence from a new disaggregated bank credit data set
Dirk Bezemer, Anna Samarina and Lu Zhang
Journal of Banking and Finance, 2020, 113, 105760
- Is fiscal policy in the euro area Ricardian?
Nikki Panjer, Leo de Haan and Jan Jacobs
Empirica, 2020, 47, 411-429
- Does modeling a structural break improve forecast accuracy?
Tom Boot and Andeas Pick
Journal of Econometrics, 2020, 215(1), 35-59
- Consumption uncertainty and precautionary saving
Dimitris Christelis, Dimitris Georgarakos, Tullio Jappelli and Maarten van Rooij
Review of Economics and Statistics, 2020, 102(1), 148-161
- Near real-time monitoring in real-time gross settlements systems: A traffic light approach
Ron Berndsen en Ronald Heijmans
Journal of Risk, 2020, 22(3), 39-64
- How does government control affect firm value? New evidence for China
Marzieh Abolhassani, Zhi Wang and Jakob de Haan
Kyklos, 2020, 73(1), 3-21
- Payments data: do consumers want banks to keep them in a safe or turn them into gold?
Carin van der Cruijsen
Applied Economics 2020, 52(6), 609-622.
- Bank switching and interest rates: Examining annual transfers between savings accounts
Dirk Gerritsen and Jaap Bikker
Journal of Financial Services Research, 2020, 57(1), 29-49