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Publications

by members of

Nyenrode Business Universiteit → Center for Finance

Nyenrode Business University

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2023

  1. van Breemen, Vivian M. & Schwarz, Claudia & Vink, Dennis, 2023, "Risk retention in the European securitization market: skimmed by the skin-in-the-game methods?," Working Paper Series, European Central Bank, number 2837, Aug.

2022

  1. van Breemen, Vivian M. & Fabozzi, Frank J. & Vink, Dennis, 2022, "Intensified competition and the impact on credit ratings in the RMBS market," Working Paper Series, European Central Bank, number 2691, Jul.

2011

  1. I. Arnold & C.J.M. Kool & K. Raabe, 2011, "Industry Effects of Bank Lending in Germany," Working Papers, Utrecht School of Economics, number 11-21.

2009

  1. Dennis Vink & Frank Fabozzi, 2009, "Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings," Yale School of Management Working Papers, Yale School of Management, number amz2493, Jul.

2007

  1. Ivo J.M. Arnold & Ronald MacDonald & Casper G. de Vries, 2007, "IMF Support and Inter-regime Exchange rate Volatility," Working Papers, Business School - Economics, University of Glasgow, number 2007_37, Jun.
  2. Vink, Dennis, 2007, "ABS, MBS and CDO compared: an empirical analysis," MPRA Paper, University Library of Munich, Germany, number 10381, Aug, revised 09 Sep 2008.
  3. Vink, Dennis, 2007, "An Empirical Analysis of Asset-Backed Securitization," MPRA Paper, University Library of Munich, Germany, number 10382, Aug, revised 25 Aug 2008.

2006

  1. Ivo J. M. Arnold & Jan J.G. Lemmen, 2006, "Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data," CESifo Working Paper Series, CESifo, number 1667.
  2. Arnold, Ivo J. M. & Kool, Clemens J. M. & Raabe, Katharina, 2006, "Industries and the bank lending effects of bank credit demand and monetary policy in Germany," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,48.
  3. K. Raabe & I. Arnold & C.J.M. Kool, 2006, "Firm Size and Monetary Policy Transmission: A Theoretical Model on the Role of Capital Investment Expenditures," Working Papers, Utrecht School of Economics, number 06-14, Sep.

2005

  1. Ivo. J.M. Arnold & Ronald MacDonald & Casper G. de Vries, 2005, "Fundamental Volatility is Regime Specific," Working Papers, Business School - Economics, University of Glasgow, number 2005_22, Nov.
  2. I. Arnold & C.J.M. Kool & K. Raabe, 2005, "New evidence on the firm size effects in US monetary policy transmission," Working Papers, Utrecht School of Economics, number 05-11.

2004

  1. I. Arnold & C.J.M. Kool, 2004, "The Role of Inflation Differentials in Regional Adjustment: Evidence from the United States," Working Papers, Utrecht School of Economics, number 04-13.

1999

  1. Ivo J. M. Arnold & Jan J.G. Lemmen, 1999, "The Vulnerability of Banks to Government default risk in the EMU," FMG Special Papers, Financial Markets Group, number sp115, Jul.
  2. Ivo J.M. Arnold & Casper G. de Vries, 1999, "Endogenous Financial Structure and the Transmission of ECB Policy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-021/2, Mar.

1998

  1. Ivo J.M. Arnold & Casper G. de Vries, 1998, "The EURO, Prudent Coherence?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-070/2, Jun.

Journal articles

2024

  1. Vivian M. van Breemen & Frank J. Fabozzi & Mike Nawas & Dennis Vink, 2024, "Creditor protection and credit ratings in the US RMBS market," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 33, issue 3, pages 267-292, August, DOI: 10.1111/fmii.12194.

2023

  1. Frank Fabozzi & Vivian M. Breemen & Dennis Vink & Mike Nawas & Austin Gengos, 2023, "How much do Investors Rely on Credit Ratings: Empirical evidence from the U.S. and E.U. CLO primary market," Journal of Financial Services Research, Springer;Western Finance Association, volume 63, issue 2, pages 221-247, April, DOI: 10.1007/s10693-021-00372-x.
  2. Vivian M. van Breemen & Frank J. Fabozzi & Dennis Vink, 2023, "Intensified Competition and The Impact on Credit Ratings in the RMBS market," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 32, issue 2, pages 51-86, May, DOI: 10.1111/fmii.12170.

2021

  1. Ivo J M Arnold, 2021, "Debt Managers’ Reaction to Sovereign Risk in the Euro Area: Evidence and Policy Implications," CESifo Economic Studies, CESifo Group, volume 67, issue 3, pages 276-295.
  2. Ivo Arnold, 2021, "An Interest Stabilisation Mechanism to Unburden the ECB," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 56, issue 5, pages 274-277, September, DOI: 10.1007/s10272-021-0998-1.
  3. Vink, Dennis & Nawas, Mike & van Breemen, Vivian, 2021, "Security design and credit rating risk in the CLO market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101305.

2020

  1. Arnold, Ivo J.M., 2020, "Gender and major choice within economics: Evidence from Europe," International Review of Economics Education, Elsevier, volume 35, issue C, DOI: 10.1016/j.iree.2020.100191.
  2. Arnold, Ivo J.M., 2020, "Internet search volumes of UK banks during the crisis: The role of banking structure and business model," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.05.001.

2018

  1. Arnold, Ivo J.M. & Soederhuizen, Beau, 2018, "The missing spillover of base expansion into monetary aggregates: Is there a puzzle?," Journal of Macroeconomics, Elsevier, volume 55, issue C, pages 64-76, DOI: 10.1016/j.jmacro.2017.09.003.
  2. Arnold, Ivo J.M. & Soederhuizen, Beau, 2018, "Bank stability and refinancing operations during the crisis: Which way causality?," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 79-89, DOI: 10.1016/j.ribaf.2017.07.122.
  3. Arnold, Ivo J.M. & Soederhuizen, Beau, 2018, "Sovereign bond holdings and monetary policy operations in the euro area," Journal of Policy Modeling, Elsevier, volume 40, issue 6, pages 1243-1254, DOI: 10.1016/j.jpolmod.2018.05.004.

2017

  1. Fabozzi, Frank J. & Nawas, Mike E. & Vink, Dennis, 2017, "Exploring rating shopping for european triple a senior structured finance securities," Finance Research Letters, Elsevier, volume 20, issue C, pages 35-39, DOI: 10.1016/j.frl.2016.08.013.

2016

  1. Arnold, Ivo J.M. & Soederhuizen, Beau, 2016, "Internal or external devaluation? What does the EC Consumer Survey tell us about macroeconomic adjustment in the Euro area?," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 88-103, DOI: 10.1016/j.jimonfin.2016.02.011.

2015

  1. van Ewijk, Saskia E. & Arnold, Ivo J.M., 2015, "Financial integration in the euro area: Pro-cyclical effects and economic convergence," Economic Modelling, Elsevier, volume 44, issue C, pages 335-342, DOI: 10.1016/j.econmod.2014.05.026.
  2. Ivo J.M. Arnold, 2015, "One index fits none: the conundrum of euro area inflation-linked bonds," The European Journal of Finance, Taylor & Francis Journals, volume 21, issue 7, pages 575-583, May, DOI: 10.1080/1351847X.2013.865102.
  3. Frank J. Fabozzi & Dennis Vink, 2015, "The information content of three credit ratings: the case of European residential mortgage-backed securities," The European Journal of Finance, Taylor & Francis Journals, volume 21, issue 3, pages 172-194, February, DOI: 10.1080/1351847X.2013.862838.

2014

  1. Ivo Arnold & Saskia van Ewijk, 2014, "Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 15, pages 1043-1049, August, DOI: 10.1080/09603107.2014.923232.
  2. Ivo J. M. Arnold & Wietske Rowaan, 2014, "First-Year Study Success in Economics and Econometrics: The Role of Gender, Motivation, and Math Skills," The Journal of Economic Education, Taylor & Francis Journals, volume 45, issue 1, pages 25-35, March, DOI: 10.1080/00220485.2014.859957.
  3. Saskia E. van Ewijk & Ivo J.M. Arnold, 2014, "How bank business models drive interest margins: evidence from US bank-level data," The European Journal of Finance, Taylor & Francis Journals, volume 20, issue 10, pages 850-873, October, DOI: 10.1080/1351847X.2013.833532.
  4. Arnold, Ivo J.M. & van Ewijk, Saskia E., 2014, "A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 340-357, DOI: 10.1016/j.jimonfin.2014.04.005.

2013

  1. Ivo J.M. Arnold, 2013, "The industry effects of monetary policy and their welfare implications," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 53, issue 214, pages 287-315.

2012

  1. Ivo Arnold & Ronald MacDonald & Casper Vries, 2012, "IMF Support and Inter-Regime Exchange Rate Volatility," Open Economies Review, Springer, volume 23, issue 1, pages 193-211, February, DOI: 10.1007/s11079-011-9231-3.
  2. Ivo Arnold & Evert Vrugt, 2012, "Forecasting with the Taylor rule," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 18, pages 1501-1510, September, DOI: 10.1080/09603107.2012.665592.
  3. Arnold, Ivo J.M., 2012, "Sovereign debt exposures and banking risks in the current EU financial crisis," Journal of Policy Modeling, Elsevier, volume 34, issue 6, pages 906-920, DOI: 10.1016/j.jpolmod.2012.05.016.
  4. Ivo J. M. Arnold & Jerry T. Straten, 2012, "Motivation and Math Skills as Determinants of First-Year Performance in Economics," The Journal of Economic Education, Taylor & Francis Journals, volume 43, issue 1, pages 33-47, January, DOI: 10.1080/00220485.2012.636709.
  5. Arnold, Ivo J.M. & van Ewijk, Saskia E., 2012, "The quest for growth: The impact of bank strategy on interest margins," International Review of Financial Analysis, Elsevier, volume 25, issue C, pages 18-27, DOI: 10.1016/j.irfa.2012.06.005.
  6. Frank J. Fabozzi & Dennis Vink, 2012, "Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset†Backed Securities," European Financial Management, European Financial Management Association, volume 18, issue 4, pages 515-542, September, DOI: 10.1111/j.1468-036X.2010.00577.x.

2011

  1. Ivo Arnold & Michiel Glasbeek, 2011, "The ECB's survey of professional forecasters and financial market volatility in the euro area," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 1, pages 11-15, DOI: 10.1080/13504850903427179.
  2. Arnold, Ivo J.M. & van Ewijk, Saskia E., 2011, "Can pure play internet banking survive the credit crisis?," Journal of Banking & Finance, Elsevier, volume 35, issue 4, pages 783-793, April.
  3. Ivo J. M. Arnold & Sebastian Roelands, 2011, "Housing Wealth And U.S. Money Demand: A Panel Estimation," Contemporary Economic Policy, Western Economic Association International, volume 29, issue 3, pages 382-391, July.

2010

  1. Arnold, Ivo J.M. & Roelands, Sebastian, 2010, "The demand for euros," Journal of Macroeconomics, Elsevier, volume 32, issue 2, pages 674-684, June.
  2. Ivo J. M. Arnold & Evert B. Vrugt, 2010, "Treasury Bond Volatility and Uncertainty about Monetary Policy," The Financial Review, Eastern Finance Association, volume 45, issue 3, pages 707-728, August, DOI: 10.1111/j.1540-6288.2010.00267.x.

2008

  1. Ivo J.M. Arnold & Jan J.G. Lemmen, 2008, "Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 144, issue 2, pages 325-346, July, DOI: 10.1007/s10290-008-0149-9.
  2. Ivo Arnold & Evert Vrugt, 2008, "Fundamental uncertainty and stock market volatility," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 17, pages 1425-1440, DOI: 10.1080/09603100701857922.
  3. Ivo J. M. Arnold, 2008, "Course Level and the Relationship between Research Productivity and Teaching Effectiveness," The Journal of Economic Education, Taylor & Francis Journals, volume 39, issue 4, pages 307-321, September, DOI: 10.3200/JECE.39.4.307-321.

2007

  1. Ivo J. M. Arnold, 2007, "Financial stability in the Eurozone: where do we stand?," Journal of Financial Transformation, Capco Institute, volume 19, pages 65-79.

2006

  1. Arnold, Ivo J.M., 2006, "Optimal regional biases in ECB interest rate setting," European Journal of Political Economy, Elsevier, volume 22, issue 2, pages 307-321, June.

2004

  1. Ivo J. M. Arnold & Evert B. Vrugt, 2004, "Firm Size, Industry Mix and the Regional Transmission of Monetary Policy in Germany," German Economic Review, Verein für Socialpolitik, volume 5, issue 1, pages 35-59, February, DOI: 10.1111/j.1465-6485.2004.00093.x.
  2. Ivo Arnold & Bastiaan Verhoef, 2004, "External causes of Euro zone inflation differentials," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 39, issue 5, pages 254-263, September, DOI: 10.1007/BF03031783.

2003

  1. Ivo Arnold, 2003, "A Regional Analysis of German Money Demand Around Reunification with Implications for EMU," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 30, issue 1, pages 63-80, March, DOI: 10.1023/A:1022600211664.

2002

  1. Ivo J. M. Arnold & Evert B. Vrugt, 2002, "Regional Effects of Monetary Policy in the Netherlands," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 2, pages 123-134, August.

2001

  1. I.J.M. Arnold & J.J.G. Lemmen, 2001, "Het veranderend risicoprofiel van staatsschuld in de EMU.implicaties voor het bankentoezicht," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 1, pages 23-38.
  2. Ivo J.M. Arnold, 2001, "The Regional Effects of Monetary Policy in Europe," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 16, pages 399-420.
  3. Ivo Arnold & Jan Lemmen, 2001, "The Vulnerability of Banks to Government Default Risk in the EMU," International Finance, Wiley Blackwell, volume 4, issue 1, pages 101-125, DOI: 10.1111/1468-2362.00067.

2000

  1. Arnold, Ivo J. M. & de Vries, Casper G., 2000, "Endogeneity in European money demand," European Journal of Political Economy, Elsevier, volume 16, issue 4, pages 587-609, November.

1999

  1. Ivo Arnold, 1999, "The third leg of the stool: Financial stability as a prerequisite for EMU," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 135, issue 2, pages 280-305, June, DOI: 10.1007/BF02707256.
  2. ARNOLD, Ivo J.M, 1999, "De euro-multiplicator," Economic and Social Journal (Economisch en Sociaal Tijdschrift), University of Antwerp, Faculty of Business and Economics, volume 53, issue 2, pages 289-311, Juni.

1996

  1. Arnold, Ivo J. M., 1996, "Stochastic trends in the long-run behavior of velocity: A new test of the institutional hypothesis," Journal of Policy Modeling, Elsevier, volume 18, issue 6, pages 623-641, December.
  2. Arnold, Ivo J M & den Hertog, Rene G J, 1996, "Absolute and Relative Anti-inflation Reputation: Evidence from the Bond Markets," The Manchester School of Economic & Social Studies, University of Manchester, volume 64, issue 0, pages 66-82, Suppl..
  3. Ivo Arnold, 1996, "Fallacies in the interpretation of a european monetary aggregate," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 132, issue 4, pages 753-762, December, DOI: 10.1007/BF02707593.

1994

  1. Ivo Arnold, 1994, "The myth of a stable European money demand," Open Economies Review, Springer, volume 5, issue 3, pages 249-259, July, DOI: 10.1007/BF01000911.

1992

  1. Ivo J. M. Arnold, 1992, "The Derivation of the Liquidity Ratio in the EMS: Comment on Kremers and Lane," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 1, pages 195-202, March.

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