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Publications

by members of

Nyenrode Business Universiteit
Breukelen, Netherlands

(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 institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2014

  1. Ivo Arnold & Saskia van Ewijk, 2014. "The impact of sovereign and credit risk on interest rate convergence in the euro area," DNB Working Papers 425, Netherlands Central Bank, Research Department.

2013

  1. Saskia van Ewijk & Ivo Arnold, 2013. "How bank business models drive interest margins: Evidence from U.S. bank-level data," DNB Working Papers 387, Netherlands Central Bank, Research Department.

2011

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

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 amz2493, Yale School of Management.

2007

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

2006

  1. Melse, Eric, 2006. "The Financial Accounting Model from a System Dynamics' Perspective," MPRA Paper 7624, University Library of Munich, Germany.
  2. 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 1667, CESifo Group Munich.
  3. 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 2006,48, Deutsche Bundesbank, Research Centre.
  4. 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 06-14, Utrecht School of Economics.

2005

  1. Ivo. J.M. Arnold & Ronald MacDonald & Casper G. de Vries, 2005. "Fundamental Volatility is Regime Specific," Working Papers 2005_22, Business School - Economics, University of Glasgow.

2004

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

2002

  1. I. Arnold & P.J.A. van Els & J. de Haan, 2002. "Wealth Effects and Monetary Policy," WO Research Memoranda (discontinued) 719, Netherlands Central Bank, Research Department.

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 sp115, Financial Markets Group.

Journal articles

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, vol. 44(C), pages 335-342.

2014

  1. Apostolakis, George & Papadopoulos, Athanasios P., 2014. "Financial stress spillovers in advanced economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 128-149.
  2. 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, vol. 24(15), pages 1043-1049, August.
  3. 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, vol. 45(1), pages 25-35, March.
  4. 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, vol. 20(10), pages 850-873, October.
  5. 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, vol. 49(PB), pages 340-357.

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, vol. 53(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, vol. 23(1), pages 193-211, February.
  2. Ivo Arnold & Evert Vrugt, 2012. "Forecasting with the Taylor rule," Applied Financial Economics, Taylor & Francis Journals, vol. 22(18), pages 1501-1510, September.
  3. Arnold, Ivo J.M., 2012. "Sovereign debt exposures and banking risks in the current EU financial crisis," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 906-920.
  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, vol. 43(1), pages 33-47, January.
  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, vol. 25(C), pages 18-27.

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, vol. 18(1), pages 11-15.
  2. Arnold, Ivo J.M. & van Ewijk, Saskia E., 2011. "Can pure play internet banking survive the credit crisis?," Journal of Banking & Finance, Elsevier, vol. 35(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, vol. 29(3), pages 382-391, 07.

2010

  1. Arnold, Ivo J.M. & Roelands, Sebastian, 2010. "The demand for euros," Journal of Macroeconomics, Elsevier, vol. 32(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, vol. 45(3), pages 707-728, 08.

2008

  1. Eric Melse, 2008. "Accounting in three dimensions: a case for momentum revisited," Journal of Risk Finance, Emerald Group Publishing, vol. 9(4), pages 334-350, August.
  2. 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, vol. 144(2), pages 325-346, July.
  3. Ivo Arnold & Evert Vrugt, 2008. "Fundamental uncertainty and stock market volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 18(17), pages 1425-1440.
  4. Ivo J. M. Arnold, 2008. "Course Level and the Relationship between Research Productivity and Teaching Effectiveness," The Journal of Economic Education, Taylor & Francis Journals, vol. 39(4), pages 307-321, September.

2007

  1. Arnold, Ivo J. M., 2007. "Financial stability in the Eurozone: where do we stand?," Journal of Financial Transformation, Capco Institute, vol. 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, vol. 22(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, vol. 5(1), pages 35-59, 02.
  2. Ivo Arnold & Bastiaan Verhoef, 2004. "External causes of Euro zone inflation differentials," Intereconomics: Review of European Economic Policy, Springer, vol. 39(5), pages 254-263, September.

2003

  1. Ivo Arnold, 2003. "A Regional Analysis of German Money Demand Around Reunification with Implications for EMU," Empirica, Springer, vol. 30(1), pages 63-80, March.

2002

  1. Ivo J. M. Arnold & Evert B. Vrugt, 2002. "Regional Effects of Monetary Policy in the Netherlands," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 1(2), pages 123-134, August.

2001

  1. Arnold, Ivo & Lemmen, Jan, 2001. "The Vulnerability of Banks to Government Default Risk in the EMU," International Finance, Wiley Blackwell, vol. 4(1), pages 101-25, Spring.
  2. 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 Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(1), pages 23-38.
  3. J.M. Arnold, Ivo, 2001. "The Regional Effects of Monetary Policy in Europe," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 16, pages 399-420.

2000

  1. Arnold, Ivo J. M. & de Vries, Casper G., 2000. "Endogeneity in European money demand," European Journal of Political Economy, Elsevier, vol. 16(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, vol. 135(2), pages 280-305, June.

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, vol. 18(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, vol. 64(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, vol. 132(4), pages 753-762, December.

1994

  1. Ivo Arnold, 1994. "The myth of a stable European money demand," Open Economies Review, Springer, vol. 5(3), pages 249-259, July.

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, vol. 39(1), pages 195-202, March.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.