Netherlands Central Bank, Research Department
DNB Working Papers
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2013
- 379 Towards a Stable Monetary Union: What Role for Eurobonds?
by Niels Gilbert & Jeroen Hessel & Silvie Verkaart - 378 Systemic Risk Allocation for Systems with A Small Number of Banks
by Xiao Qin & Chen Zhou - 377 Global liquidity as an early warning indicator of asset price booms: G5 versus broader measures
by Beata Bierut - 376 Is there an optimal pension fund size? A scale-economy analysis of administrative and investment costs
by Jacob Bikker - 375 Migrants' Choice of Remittance Channel: Do General Payment Habits Play a Role?
by Anneke Kosse & Robert Vermeulen - 374 Determinants of the rate of the Dutch unsecured overnight money market
by Ronald Heijmans & Lola Hernández & Richard Heuver - 373 Early warning for currency crises: what is the role of financial openness?
by Jon Frost & Ayako Saiki - 372 A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio
by Jan Willem van den End - 371 Heterogeneity in house price dynamics
by Gabriele Galati & Federica Teppa & Rob Alessie - 370 Impact of Foreign Banks
by Stijn Claessens & Neeltje van Horen - 369 How to measure the unsecured money market? The Eurosystem’s implementation and validation using TARGET2 data
by Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca - 368 What drives pension indexation in turbulent times? An empirical examination of Dutch pension funds
by Dirk Broeders & Paul Hilbers & David Rijsbergen - 367 Firm Entry, Endogenous Markups and the Dynamics of the Labor Share of Income
by Andrea Colciago & Lorenza Rossi
2012
- 366 Are Retirement Decisions Vulnerable to Framing Effects? Empirical Evidence from NL and the US
by Federica Teppa & Maarten van Rooij - 365 Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts
by Jos Jansen & Xiaowen Jin & Jasper de Winter - 364 The Impact of the LCR on the Interbank Money Market
by Clemens Bonner & Sylvester Eijffinger - 363 Contagious Bank Runs: Experimental Evidence
by Martin Brown & Stefan Trautmann & Razvan Vlahu - 362 Retail Payment Systems: Competition, Innovation, and Implications
by Wilko Bolt - 361 Liquidity Regulation, Funding Costs and Corporate Lending
by Clemens Bonner - 360 Is Information Overrated? Evidence from the Pension Domain
by Henriette Prast & Federica Teppa & Anouk Smits - 359 A Frontier Measure of U.S. Banking Competition
by Wilko Bolt & David Humphrey - 358 Financial constraints, risk taking and firm performance: Recent evidence from microfinance clients in Tanzania
by Martijn Boermans & Daan Willebrands - 357 Performance of the life insurance industry under pressure: efficiency, competition and consolidation
by Jacob Bikker - 356 Innovations, rents and risk
by Bruno Biais & Jean-Charles Rochet & Paul Woolley - 355 Trends in Financial Innovation and Their Welfare Impact: An Overview
by Franklin Allen - 354 Trade Dynamics in the Euro Area: The role of export destination and composition
by Peter Wierts & Henk van Kerkhoff & Jakob de Haan - 353 Green havens and pollution havens
by Steven Poelhekke & Frederick van der Ploeg - 352 The interaction between the central bank and government in tail risk scenarios
by Jan Willem van den End & Marco Hoeberichts - 351 When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan
by Emmanuel de Veirman & Andrew Levin - 350 Commission Bans and the Source and Quality of Financial Advice
by Janko Gorter - 349 The optimal size of the European Stability Mechanism: A cost-benefit analysis
by Daniel Kapp - 348 Finding the core: Network structure in interbank markets
by Iman van Lelyveld & Daan in 't Veld - 347 Identifying systemically important financial institutions: size and other determinants
by Kyle Moore & Chen Zhou - 346 Bank liquidity, the maturity ladder, and regulation
by Leo de Haan & Jan Willem van den End - 345 Taking Trends Seriously in DSGE Models: An Application to the Dutch Economy
by Pierre Lafourcade & Joris de Wind - 344 The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity
by Theoharry Grammatikos & Robert Vermeulen - 343 Mean Reversion in Stock Prices: Implications for Long-Term Investors
by Laura Spierdijk & Jacob Bikker - 342 Modelling the liquidity ratio as macroprudential instrument
by Jan Willem van den End & Mark Kruidhof - 341 Securitization and the dark side of diversification
by Maarten van Oordt - 340 Net Foreign Asset (Com)position: Does Financial Development Matter?
by Robert Vermeulen & Jakob de Haan - 339 Do newspaper articles on card fraud affect debit card usage?
by Anneke Kosse - 338 Risk preferences over small stakes: Evidence from deductible choice
by Janko Gorter & Paul Schilp - 337 The pitch rather than the pit: investor inattention during FIFA World Cup matches
by Michael Ehrmann & David-Jan Jansen - 336 Follow the money: what does the literature on banking tell prudential supervisors on bank business models?
by Paul Cavelaars & Joost Passenier - 335 Contagion during the Greek Sovereign Debt Crisis
by Mark Mink & Jakob de Haan
2011
- 334 Corporate culture and behaviour: A survey
by Jakob de Haan & David-Jan Jansen - 333 Clarity of Central Bank Communication About Inflation
by Ales Bulír & Martin Cihák & David-Jan Jansen - 332 Consumer credit and payment cards
by Wilko Bolt & Elizabeth Foote & Heiko Schmiedel - 331 Pricing in Retail Payment Systems: A Public Policy Perspective on Pricing of Payment Cards
by Wilko Bolt & Sujit Chakravorti - 330 Foreign Banks: Trends, Impact and Financial Stability
by Stijn Claessens & Neeltje van Horen - 329 Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices
by Wilko Bolt & Maria Demertzis & Cees Diks & Marco van der Leij - 328 Choosing how to pay: the influence of home country habits
by Anneke Kosse & David-Jan Jansen - 327 Optimal Forecasts in the Presence of Structural Breaks
by M Hashem Pesaran & Andreas Pick & Mikhail Pranovich - 326 Valuation of Liabilities in Hybrid Pension Plans
by Dirk Broeders & An Chen & David Rijsbergen - 325 Banking across Borders
by Friederike Niepmann - 324 International Diversification During the Financial Crisis: A Blessing for Equity Investors?
by Robert Vermeulen - 323 Banking risk and regulation: Does one size fit all?
by Jeroen Klomp & Jakob de Haan - 322 Multinational Banks and the Global Financial Crisis. Weathering the Perfect Storm?
by Ralph de Haas & Iman van Lelyveld - 321 Right on Target: Exploring the Determinants of Inflation Targeting Adoption
by Hanna Samaryna & Jakob de Haan - 320 Forecasting GDP growth in times of crisis: private sector forecasts versus statistical models
by Jasper de Winter - 319 International Business Cycle Comovement: Trade and Foreign Direct Investment
by Jos Jansen & Ad Stokman - 318 Gravity Models of Trade-based Money Laundering
by Joras Ferwerda & Mark Kattenberg & Han-Hsin Chang & Brigitte Unger & Loek Groot & Jakob Bikker - 317 Remittances and Financial Openness
by Michel Beine & Elisabetta Lodigiani & Robert Vermeulen - 316 Is this bank ill? The diagnosis of doctor TARGET2
by Ronald Heijmans & Richard Heuver - 315 Household savings behaviour in crisis times
by Carin van der Cruijsen & Jakob de Haan & David-Jan Jansen & Robert Mosch - 314 Sovereign and Bank Credit Risk during the Global Financial Crisis
by Irina Stanga - 313 Financial Literacy, Retirement Planning, and Household Wealth
by Maarten van Rooij & Annamaria Lusardi & Rob Alessie - 312 Strategic Loan Defaults and Coordination: An Experimental Analysis
by Stefan Trautmann & Razvan Vlahu - 311 Real Pension Rights as a Control Mechanism for Pension Fund Solvency
by Jakob Bikker & Thijs Knaap & Ward Romp - 310 The Economic Perspective of Bank Bankruptcy Law
by Matej Marinc & Razvan Vlahu - 309 Interdependence of Fiscal Debts in EMU
by Maria Demertzis & Nicola Viegi - 308 Exchange Rate Pass-Through and Monetary Integration in the Euro Area
by Ayako Saiki - 307 Capital Regulation and Tail Risk
by Enrico Perotti & Lev Ratnovski & Razvan Vlahu - 306 Coordinating Bank Failure Costs and Financial Stability
by Iman van Lelyveld & Marco Spaltro - 305 Bank Risk within and across Equilibria
by Itai Agur - 304 Have market views on the sustainability of fiscal burdens influenced monetary authorities' credibility?
by Gabriele Galati & John Lewis & Steven Poelhekke & Chen Zhou - 303 "Leaning Against the Wind" and the Timing of Monetary Pollicy
by Itai Agur & Maria Demertzis - 302 Can the Longevity Risk Alleviate the Annuitization Puzzle? Empirical Evidence from Dutch Data
by Federica Teppa - 301 Procyclical Bank Risk-Taking and the Lender of Last Resort
by Mark Mink - 300 Card acceptance and surcharging: the role of costs and competition
by Nicole Jonker - 299 Home Bank Intermediation of Foreign Direct Investment
by Steven Poelhekke - 298 Individual Expectations and Aggregate Macro Behavior
by Tiziana Assenza & Peter Heemeijer & Cars Hommes & Domenica Massaro - 297 Transparency of banking supervisors
by Franka Liedorp & Robert Mosch & Carin van der Cruijsen & Jakob de Haan - 296 The simple econometrics of tail dependence
by Maarten R.C. van Oordt & Chen Zhou - 295 Employment Protection, Technology Choice, and Worker Allocation
by Eric J. Bartelsman & Pieter A. Gautier & Joris de Wind - 294 Investment risk taking by institutional investors
by Janko Gorter & Jacob A. Bikker - 293 Banks’ responses to funding liquidity shocks: lending adjustment, liquidity hoarding and fire sales
by Leo de Haan & Jan Willem van den End - 292 Forecasting Financial Stress
by Jan Willem Slingenberg & Jakob de Haan - 291 A Pigovian Approach to Liquidity Regulation
by Enrico Perotti & Javier Suarez - 290 Public versus Private Information
by Maria Demertzis - 289 Financial Literacy, Retirement Preparation and Pension Expectations in the Netherlands
by Rob Alessie & Maarten van Rooij & Annamaria Lusardi - 288 Macro and micro drivers of house price dynamics: An application to Dutch data
by Gabriele Galati & Federica Teppa & Rob Alessie - 287 Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
by Theoharry Grammatikos & Robert Vermeulen - 286 Economy wide risk diversification in a three-pillar pension system
by Cai Cai Du & Joan Muysken & Olaf Sleijpen - 285 Price dispersion in Europe: Does the business cycle matter?
by Marco Hoeberichts & Ad Stokman - 284 Statistical evidence on the mean reversion of interest rates
by Jan Willem van den End - 283 How do inflation expectations form? New insights from a high-frequency survey
by Gabriele Galati & Peter Heemeijer & Richhild Moessner - 282 Bank Size, Market Concentration, and Bank Earnings Volatility in the US
by Jacob de Haan & Tigran Poghosyan - 281 Systematic risk under extremely adverse market condition
by Maarten van Oordt & Chen Zhou - 280 Labor Market Flexibility and the Impact of the Financial Crisis
by I Kadek Dian Sutrisna Artha & Jakob de Haan - 279 Running for the Exit: International Banks and Crisis Transmission
by Ralph de Haas & Neeltje van Horen - 278 Credit Rating Agencies
by Jakob de Haan & Fabian Amtenbrink - 277 Communicating Bailout Policy and Risk Taking in the Banking Industry
by Jakob Bosma - 276 Monitoring the unsecured interbank money market using TARGET2 data
by Ronald Heijmans & Richard Heuver & Daniëlle Walraven
2010
- 275 Knowledge and Opinions about Banking Supervision: Evidence from a Survey of Dutch Households
by Carin van der Cruijsen & Jakob de Haan & David-Jan Jansen & Robert Mosch - 274 Do Financial Markets Expect Bank Defaults to be Contagious?
by Mark Mink - 273 Public Debt Managers Behaviour: Interactions with Macro Policies
by Lex Hoogduin & Bahar Öztürk & Peter Wierts - 272 ECB Policy Making and the Financial Crisis
by Janko Gorter & Fauve Stolwijk & Jan Jacobs & Jakob de Haan - 271 Monetary Policy and Excessive Bank Risk Taking
by Itai Agur & Maria Demertzis - 270 Digitization of Retail Payment
by Wilko Bolt & Sujit Chakravorti - 269 Liquidity Stress-Tester: Do Basel III and Unconventional Monetary Policy Work?
by Jan Willem van den End - 268 Pension benefit security: a comparison of solvency requirements, a pension guarantee fund and sponsor support
by Dirk Broeders & An Chen - 267 Macroprudential policy - a literature review
by Gabriele Galati & Richhild Moessner - 266 Do Natural Resources Attract FDI? Evidence from non-stationary sector level data
by Steven Poelhekke & Frederick van der Ploeg - 265 Home Equity, Mobility, and Macroeconomic Fluctuations
by Vincent Sterk - 264 The Private Credit Insurance Effect on Trade
by Koen van der Veer - 263 Disruptions in large value payment systems: An experimental approach
by Klaus Abbink & Ronald Bosman & Ronald Heijmans & Frans van Winden - 262 An Operational Measure of Riskiness: A Comment
by Maria Demertzis - 261 The Dynamic Voting Patterns of the Bank of England's MPC
by Jan Marc Berk & Beata Bierut & Ellen Meade - 260 Fifty Years of Fiscal Planning and Implementation in the Netherlands
by Roel Beetsma & Massimo Giuliodori & Mark Walschot & Peter Wierts - 259 An Assessment of the Consistency of ECB Communication using Wordscores
by David-Jan Jansen & Jakob de Haan - 258 The impact of scale, complexity, and service quality on the administrative costs of pension funds: A cross-country comparison
by Jacob Bikker & Onno Steenbeek & Federico Torracchi - 257 Capital Requirements and Credit Rationing
by Itai Agur - 256 Why the micro-prudential regulation fails? The impact on systemic risk by imposing a capital requirement
by Chen Zhou - 255 The crisis as a wake-up call. Do banks tighten screening and monitoring during a financial crisis?
by Ralph de Haas & Neeltje van Horen - 254 The Zero Lower Bound, ECB Interest Rate Policy and the Financial Crisis
by Stefan Gerlach & John Lewis - 253 How has the financial crisis affected the Eurozone Accession Outlook in Central and Eastern Europe?
by John Lewis - 252 How much does the public know about the ECB's monetary policy? Evidence from a survey of Duch households
by Carin van der Cruijsen & David-Jan Jansen & Jakob de Haan - 251 Bank Profitability during Recessions
by Wilko Bolt & Leo de Haan & Marco Hoeberichts & Maarten van Oordt & Job Swank - 250 Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
by M. Hashem Pesaran & Andreas Pick & Allan Timmermann - 249 Trading off monetary and financial stability: a balance of risk framework
by Jan Willem van den End - 248 Peer monitoring or contagion? Interbank market exposure and bank risk
by F.R. Liedorp & L. Medema & M. Koetter & R.H. Koning & I. van Lelyveld - 247 Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century
by Laura Spierdijk & Jacob Bikker & Pieter van den Hoek - 246 The Forward Premium Puzzle and Latent Factors Day by Day
by Kerstin Bernoth & Juergen von Hagen & Casper de Vries - 245 The safety of cash and debit cards: a study on the perception and behaviour of Dutch consumers
by Anneke Kosse - 244 IMF-Supported Programs: Stimulating Capital to Solvent Countries
by Koen van der Veer & Eelke de Jong - 243 Toward a Uniform Functional Model of Payment and Securities Settlement Systems
by Ron Berndsen - 242 Momentum or Contrarian Investment Strategies:Evidence from Dutch institutional investors
by Leo de Haan & Jan Kakes - 241 Inflation Expectations and Stability in an Overlapping Generations Experiment with Money Creation
by Peter Heemeijer & Cars Hommes & Joep Sonnemans & Jan Tuinstra - 240 How well-behaved are higher-order perturbation solutions?
by Wouter J. den Haan & Joris de Wind - 239 SEPA, Efficiency, and Payment Card Competition
by Wilko Bolt & Heiko Schmiedel - 238 Determinants of consumer financial risktaking:Evidence from deductible choice
by Janko Gorter & Paul Schilp - 237 On the Possibility of Credit Rationing in the Stiglitz-Weiss Model: A Comment
by Itai Agur - 236 The power of weather
by Christian Huurman & Francesco Ravazzolo & Chen Zhou
2009
- 235 How Anchored Are Inflation Expectations in EMU Countries?
by Carin van der Cruijsen & Maria Demertzis - 234 Is Contagion in the Eye of the Beholder?
by Mark Mink - 233 The pungent smell of Red Herrings; Subsoil assets, rents, volatility and the resource curse
by Frederick van der Ploeg & Steven Poelhekke - 232 Are banks too big to fail?
by Chen Zhou - 231 Financial Literacy and Retirement Planning in the Netherlands
by Maarten van Rooij & Annamaria Lusardi & Rob Alessie - 230 When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour
by Jan Willem van den End & Mostafa Tabbae - 229 Anchors for Inflation Expectations
by Maria Demertzis & Massimiliano Marcellino & Nicola Viegi - 228 Stock Market Expectations of Dutch Households
by Michael Hurd & Maarten van Rooij & Joachim Winter - 227 An institutional evaluation of pension funds and life insurance companies
by Dirk Broeders & An Chen & Birgit Koos - 226 Communication in a monetary policy committee: a note
by Jan Marc Berk & Beata Bierut - 225 Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium
by Jacob Bikker & Sherrill Shaffer & Laura Spierdijk - 224 Being a Foreigner among Domestic Banks: Asset or Liability?
by Stijn Claessens & Neeltje van Horen - 223 Pension funds' asset allocation and participant age: a test of the life-cycle model
by Jacob A. Bikker & Dirk W.G.A. Broeders & David A. Hollanders & Eduard H.M. Ponds - 222 Did the crisis affect inflation expectations?
by Gabriele Galati & Steven Poelhekke & Chen Zhou - 221 The impact of survey design on research outcomes: A case study of seven pilots measuring cash usage in the Netherlands
by Nicole Jonker & Anneke Kosse - 220 Stabilizing pay-as-you-go pension schemes in the face of rising longevity and falling fertility: an application to the Netherlands
by Willem Heeringa & A.L. Bovenberg - 219 Dependence structure of risk factors and diversification effects
by Chen Zou - 218 Credit and economic recovery
by Michael Biggs & Thomas Mayer & Andreas Pick - 217 Measuring Stock Market Contagion with an Application to the Sub-prime Crisis
by Mark Mink & Jochen Mierau - 216 Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice
by Arie Kapteyn & Federica Teppa - 215 An extended gravity model with substitution applied to international trade
by Jacob Bikker - 214 Fiscal policy in Central and Eastern Europe with real time data: Cyclicality, inertia and the role of EU accession
by John Lewis - 213 Regulatory Competition and Bank Risk Taking
by Itai Agur - 212 The communication policy of the European Central Bank: An overview of the first decade
by Jakob de Haan & David-Jan Jansen - 211 Pension fund sophistication and investment policy
by Jan de Dreu & Jacob Bikker - 210 Credit Frictions and the Comovement between Durable and Non-durable Consumption
by Vincent Sterk - 209 Human Capital and Employment Growth in German Metropolitan Areas: New Evidence
by Steven Poelhekke - 208 Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions
by Zsolt Darvas - 207 Forecasting Random Walks under Drift Instability
by M. Hashem Pesaran & Andreas Pick - 206 The Volatility Curse: Revisiting the Paradox of Plenty
by Frederick van der Ploeg & Steven Poelhekke - 205 Can Open Capital Markets Help Avoid Currency Crises?
by Gus Garita & Chen Zhou - 204 The comovement between household loans and real activity
by Wouter den Haan & Vincent Sterk - 203 The 'Wisdom of the Crowds' and Public Policy
by Maria Demertzis - 202 Forecasting the fragility of the banking and insurance sector
by Kerstin Bernoth & Andreas Pick - 201 An Empirical assessment of reinsurance risk
by Iman van Lelyveld & Franka Liedorp & Manuel Kampman - 200 What Institutional Structure for the Lender of Last Resort?
by Itai Agur - 199 Simulations in the Dutch interbank payment system: A sensitivity analysis
by Ronald Heijmans - 198 Unification of the Fréchet and Weibull Distribution
by Peter ter Berg
2008
- 197 Consumer Choice and Merchant Acceptance of Payment Media
by Wilko Bolt & Sujit Chakravorti - 196 Incentives at the counter: An empirical analysis of surcharging card payment and payment behaviour in the Netherlands
by Wilko Bolt & Nicole Jonker & Corry van Renselaar - 195 Growth, Foreign Direct Investment and Urban Concentration: Unbundling Spatial Lags
by Steven Poelhekke & Frederick van der Ploeg - 194 Bank Competition Efficiency in Europe: A Frontier Approach
by Wilko Bolt & David Humphrey - 193 Economics of Payment Cards: A Status Report
by Wilko Bolt & Sujit Chakravorti - 192 Confidence in Monetary Policy
by Yakov Ben-Haim & Maria Demertzis - 191 Did the anchor of inflation expectations in the euro area turn adrift?
by Gabriele Galati & Steven Poelhekke & Chen Zhou - 190 Modelling Industry-level Ccorporate Credit Risk for the Netherlands
by Ruud Vermeulen - 189 Are Asset Returns Predictable from the National Accounts?
by Pierre Lafourcade - 188 Can subjective survival expectations explain retirement behaviour?
by Owen O'Donnell & Federica Teppa & Eddy van Doorslaer - 187 A Measure for Credibility: Tracking US Monetary Developments
by Maria Demertzis & Massimiliano Marcellino & Nicola Viegi - 186 Europeanization or Globalization? Transnational Wage Bargaining and the Distribution of Activity in European Labor Markets
by Maria Demertzis & Andrew Hughes Hallett & Nicolien Schermer - 185 Has the Clarity of Humphrey-Hawkins Testimonies Affected Volatility in Financial Markets?
by David-Jan Jansen - 184 Monetary Policy Committees: meetings and outcomes
by Jan Marc Berk & Beata Bierut - 183 Pension regulation and the market value of pension liabilities - a contingent claims analysis using Parisian options
by Dirk Broeders & An Chen - 182 Are Product and Labour Market Reforms Mutually Reinforcing?
by Paul Cavelaars - 181 Competition, bargaining power and pricing in two-sided markets
by Wilko Bolt & Kimmo Soram�ki - 180 Minimum Funding Ratios for Defined-Benefit Pension Funds
by Arjen Siegmann