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Maarten R.C. van Oordt

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Charles M. Kahn & Maarten R.C. van Oordt, 2022. "The Demand for Programmable Payments," Tinbergen Institute Discussion Papers 22-076/IV, Tinbergen Institute.

    Cited by:

    1. James Chapman & Jonathan Chiu & Mohammad Davoodalhosseini & Janet Hua Jiang & Francisco Rivadeneyra & Yu Zhu, 2023. "Central Bank Digital Currencies and Banking: Literature Review and New Questions," Discussion Papers 2023-4, Bank of Canada.

  2. Charles M. Kahn & Maarten van Oordt & Yu Zhu, 2021. "Best Before? Expiring Central Bank Digital Currency and Loss Recovery," Staff Working Papers 21-67, Bank of Canada.

    Cited by:

    1. Ahnert, Toni & Assenmacher, Katrin & Hoffmann, Peter & Leonello, Agnese & Monnet, Cyril & Porcellacchia, Davide, 2022. "The economics of central bank digital currency," CEPR Discussion Papers 17617, C.E.P.R. Discussion Papers.
    2. Jiaqi Li, 2021. "Predicting the Demand for Central Bank Digital Currency: A Structural Analysis with Survey Data," Staff Working Papers 21-65, Bank of Canada.
    3. Charles M. Kahn & Maarten R.C. van Oordt, 2022. "The Demand for Programmable Payments," Tinbergen Institute Discussion Papers 22-076/IV, Tinbergen Institute.

  3. Rod Garratt & Maarten van Oordt, 2020. "Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies," Staff Working Papers 20-27, Bank of Canada.

    Cited by:

    1. Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021. "Interdependencies between Mining Costs, Mining Rewards and Blockchain Security," Papers 2102.08107, arXiv.org.
    2. Maarten van Oordt, 2022. "The Emerging Autonomy–Stability Choice for Stablecoins," Tinbergen Institute Discussion Papers 22-015/IV, Tinbergen Institute.
    3. Julien Prat & Walter Benjamin, 2017. "An Equilibrium Model of the Market for Bitcoin Mining," Working Papers 2017-15, Center for Research in Economics and Statistics.
    4. Rodney Garratt, 2022. "Fabian Schär and Aleksander Berentsen: Bitcoin, Blockchain, and Cryptoassets: A Comprehensive Introduction," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 57(1), pages 27-30, January.
    5. Alon Benhaim & Brett Hemenway Falk & Gerry Tsoukalas, 2021. "Scaling Blockchains: Can Committee-Based Consensus Help?," Papers 2110.08673, arXiv.org, revised Dec 2022.

  4. Rod Garratt & Maarten van Oordt, 2019. "Entrepreneurial Incentives and the Role of Initial Coin Offerings," Staff Working Papers 19-18, Bank of Canada.

    Cited by:

    1. Cong, Lin W. & Li, Ye & Wang, Neng, 2019. "Token-Based Platform Finance," Working Paper Series 2019-28, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    2. Miglo, Anton, 2020. "Choice Between IEO and ICO: Speed vs. Liquidity vs. Risk," MPRA Paper 99600, University Library of Munich, Germany.
    3. Miglo, Anton, 2020. "STO vs ICO: A Theory of Token Issues Under Moral Hazard and Demand Uncertainty," MPRA Paper 98630, University Library of Munich, Germany.
    4. Ye Li & Simon Mayer & Simon Mayer, 2021. "Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking," CESifo Working Paper Series 9260, CESifo.
    5. Kirill Shakhnov & Luana Zaccaria, 2022. "(R)evolution in Entrepreneurial Finance? The Relationship between Cryptocurrency and Venture Capital Markets," EIEF Working Papers Series 2202, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2022.
    6. Richard Holden & Anup Malani, 2019. "The ICO Paradox: Transactions Costs, Token Velocity, and Token Value," NBER Working Papers 26265, National Bureau of Economic Research, Inc.
    7. Lin William Cong & Yizhou Xiao, 2021. "Categories and Functions of Crypto-Tokens," Springer Books, in: Maurizio Pompella & Roman Matousek (ed.), The Palgrave Handbook of FinTech and Blockchain, edition 1, chapter 0, pages 267-284, Springer.
    8. Anton Miglo, 2022. "Theories of Crowdfunding and Token Issues: A Review," JRFM, MDPI, vol. 15(5), pages 1-28, May.
    9. Jiri Chod & Nikolaos Trichakis & S. Alex Yang, 2022. "Platform Tokenization: Financing, Governance, and Moral Hazard," Management Science, INFORMS, vol. 68(9), pages 6411-6433, September.
    10. Miglo, Anton, 2020. "ICO vs. Equity Financing Under Imperfect, Complex and Asymmetric Information," MPRA Paper 99598, University Library of Munich, Germany.
    11. David Cimon, 2023. "Crowdfunding and Risk," Staff Working Papers 23-28, Bank of Canada.
    12. Chiu, Jonathan & Wong, Tsz-Nga, 2022. "Payments on digital platforms: Resiliency, interoperability and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 142(C).
    13. Routledge, Bryan & Zetlin-Jones, Ariel, 2022. "Currency stability using blockchain technology," Journal of Economic Dynamics and Control, Elsevier, vol. 142(C).
    14. Chitsazan, Hasti & Bagheri, Afsaneh & Tajeddin, Mahdi, 2022. "Initial coin offerings (ICOs) success: Conceptualization, theories and systematic analysis of empirical studies," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
    15. Andrea Canidio & Vincent Danos & Stefania Marcassa & Julien Prat, 2021. "Tokens and ICOs: A Review of the Economic Literature," Post-Print hal-03678409, HAL.
    16. Farag, Hisham & Johan, Sofia, 2021. "How alternative finance informs central themes in corporate finance," Journal of Corporate Finance, Elsevier, vol. 67(C).

  5. Rod Garratt & Maarten van Oordt, 2019. "Systemic Privacy as a Public Good: A Case for Electronic Cash," Staff Working Papers 19-24, Bank of Canada.

    Cited by:

    1. Agur, Itai & Ari, Anil & Dell’Ariccia, Giovanni, 2022. "Designing central bank digital currencies," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 62-79.
    2. Jan Krzysztof Solarz & Krzysztof Waliszewski, 2022. "Pandemia COVID‑19 z perspektywy finansów – przenikanie się świata realnego i wirtualnego," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 2, pages 213-234.
    3. Boot, Arnoud & Hoffmann, Peter & Laeven, Luc & Ratnovski, Lev, 2020. "Financial intermediation and technology: What’s old, what’s new?," Working Paper Series 2438, European Central Bank.
    4. Laeven, Luc & Boot, Arnoud & Hoffmann, Peter & Ratnovski, Lev, 2020. "Financial Intermediation and Technology: What’s Old, What’s New?," CEPR Discussion Papers 15004, C.E.P.R. Discussion Papers.
    5. Boot, Arnoud & Hoffmann, Peter & Laeven, Luc & Ratnovski, Lev, 2021. "Fintech: what’s old, what’s new?," Journal of Financial Stability, Elsevier, vol. 53(C).

  6. Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.

    Cited by:

    1. Josef Schroth, 2019. "Macroprudential Policy with Capital Buffers," Staff Working Papers 19-8, Bank of Canada.
    2. Pierluigi Bologna & Maddalena Galardo, 2022. "Calibrating the countercyclical capital buffer for Italy," Questioni di Economia e Finanza (Occasional Papers) 679, Bank of Italy, Economic Research and International Relations Area.

  7. Thibaut Duprey & Xuezhi Liu & Cameron MacDonald & Maarten van Oordt & Sofia Priazhkina & Xiangjin Shen & Joshua Slive, 2018. "Modelling the Macrofinancial Effects of a House Price Correction in Canada," Staff Analytical Notes 2018-36, Bank of Canada.

    Cited by:

    1. Hałaj, Grzegorz, 2020. "Resilience of Canadian banks to funding liquidity shocks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).

  8. Maarten van Oordt, 2017. "Credit Risk Transfer and Bank Insolvency Risk," Staff Working Papers 17-59, Bank of Canada.

    Cited by:

    1. Bülbül, Dilek & Hakenes, Hendrik & Lambert, Claudia, 2019. "What influences banks’ choice of credit risk management practices? Theory and evidence," Journal of Financial Stability, Elsevier, vol. 40(C), pages 1-14.

  9. Maarten van Oordt & Chen Zhou, 2016. "Estimating Systematic Risk Under Extremely Adverse Market Conditions," Staff Working Papers 16-22, Bank of Canada.

    Cited by:

    1. Radoslav Raykov & Consuelo Silva-Buston, 2022. "Asymmetric Systemic Risk," Staff Working Papers 22-19, Bank of Canada.
    2. Davydov, Denis & Vähämaa, Sami & Yasar, Sara, 2021. "Bank liquidity creation and systemic risk," Journal of Banking & Finance, Elsevier, vol. 123(C).
    3. Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.

  10. Wilko Bolt & Maarten van Oordt, 2016. "On the Value of Virtual Currencies," Staff Working Papers 16-42, Bank of Canada.

    Cited by:

    1. Daniela Balutel & Christopher Henry & Michel Vasquez & Marcel Voia, 2022. "Bitcoin Adoption and Beliefs in Canada," Post-Print hal-03676061, HAL.
    2. Agur, Itai & Ari, Anil & Dell’Ariccia, Giovanni, 2022. "Designing central bank digital currencies," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 62-79.
    3. Neil Gandal & J. T. Hamrick & Tyler Moore & Marie Vasek, 2021. "The rise and fall of cryptocurrency coins and tokens," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 981-1014, December.
    4. Maarten van Oordt, 2022. "The Emerging Autonomy–Stability Choice for Stablecoins," Tinbergen Institute Discussion Papers 22-015/IV, Tinbergen Institute.
    5. Uhlig, Harald & Schilling, Linda, 2018. "Some simple Bitcoin Economics," CEPR Discussion Papers 12831, C.E.P.R. Discussion Papers.
    6. Gandal, Neil & Oberman, Tali & Moore, Tyler & Hamrick, JT, 2017. "Price Manipulation in the Bitcoin Ecosystem," CEPR Discussion Papers 12061, C.E.P.R. Discussion Papers.
    7. Hanna Halaburda & Guillaume Haeringer & Joshua Gans & Neil Gandal, 2021. "The Microeconomics of Cryptocurrencies," CESifo Working Paper Series 8841, CESifo.
    8. Trimborn, Simon & Härdle, Wolfgang Karl, 2018. "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
    9. Foley, Sean & Frijns, Bart & Garel, Alexandre & Roh, Tai-Yong, 2022. "Who buys Bitcoin? The cultural determinants of Bitcoin activity," International Review of Financial Analysis, Elsevier, vol. 84(C).
    10. Sigitas Siaudinis, 2019. "Digital Currencies and Central Banking: A Sense of Déjà Vu," Bank of Lithuania Occasional Paper Series 26, Bank of Lithuania.
    11. Yi-Hsing Chang & Jin-Yu Lin & You-Te Lu, 2021. "Enhancing the Intention to Preview Learning Materials and Participate in Class in the Flipped Classroom Context through the Use of Handouts and Incentivisation with Virtual Currency," Sustainability, MDPI, vol. 13(6), pages 1-13, March.
    12. James Chapman & Carolyn A. Wilkins, 2019. "Crypto ‘Money’: Perspective of a Couple of Canadian Central Bankers," Discussion Papers 2019-1, Bank of Canada.
    13. A. Stevens, 2017. "Digital currencies : Threats and opportunities for monetary policy," Economic Review, National Bank of Belgium, issue i, pages 79-92, June.
    14. Ayana T Aspembitova & Ling Feng & Lock Yue Chew, 2021. "Behavioral structure of users in cryptocurrency market," PLOS ONE, Public Library of Science, vol. 16(1), pages 1-19, January.
    15. Carlo Campajola & Marco D'Errico & Claudio J. Tessone, 2022. "MicroVelocity: rethinking the Velocity of Money for digital currencies," Papers 2201.13416, arXiv.org, revised May 2023.
    16. Chen, Yi-Hsuan & Vinogradov, Dmitri V., 2021. "Coins with benefits: On existence, pricing kernel and risk premium of cryptocurrencies," IRTG 1792 Discussion Papers 2021-006, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    17. Almaqableh, Laith & Reddy, Krishna & Pereira, Vijay & Ramiah, Vikash & Wallace, Damien & Francisco Veron, Jose, 2022. "An investigative study of links between terrorist attacks and cryptocurrency markets," Journal of Business Research, Elsevier, vol. 147(C), pages 177-188.
    18. Rod Garratt & Maarten van Oordt, 2020. "Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies," Staff Working Papers 20-27, Bank of Canada.
    19. Gradon Nicholls, 2017. "Bitcoin awareness and usage in Canada," Canadian Stata Users' Group Meetings 2017 08, Stata Users Group.
    20. Nino Antulov-Fantulin & Tian Guo & Fabrizio Lillo, 2021. "Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 905-940, December.
    21. M. Eren Akbiyik & Mert Erkul & Killian Kaempf & Vaiva Vasiliauskaite & Nino Antulov-Fantulin, 2021. "Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data," Papers 2110.14317, arXiv.org, revised Dec 2022.
    22. Helmut Stix, 2019. "Ownership and purchase intention of crypto-assets – survey results," Working Papers 226, Oesterreichische Nationalbank (Austrian Central Bank).
    23. Nicolás Magner & Nicolás Hardy, 2022. "Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle," Mathematics, MDPI, vol. 10(13), pages 1-27, July.
    24. Rod Garratt & Maarten van Oordt, 2019. "Entrepreneurial Incentives and the Role of Initial Coin Offerings," Staff Working Papers 19-18, Bank of Canada.
    25. Carlos Moreno & Zaheer Allam & Didier Chabaud & Catherine Gall & Florent Pratlong, 2021. "Introducing the “15-Minute City”: Sustainability, Resilience and Place Identity in Future Post-Pandemic Cities," Post-Print hal-03549665, HAL.
    26. Marchiori, Luca, 2021. "Monetary theory reversed: Virtual currency issuance and the inflation tax," Journal of International Money and Finance, Elsevier, vol. 117(C).
    27. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
    28. Charles M. Kahn & Maarten R.C. van Oordt, 2022. "The Demand for Programmable Payments," Tinbergen Institute Discussion Papers 22-076/IV, Tinbergen Institute.
    29. Clemens Graf von Luckner & Carmen M. Reinhart & Kenneth S. Rogoff, 2021. "Decrypting New Age International Capital Flows," NBER Working Papers 29337, National Bureau of Economic Research, Inc.
    30. Divakaruni, Anantha & Zimmerman, Peter, 2023. "The Lightning Network: Turning Bitcoin into money," Finance Research Letters, Elsevier, vol. 52(C).
    31. Janson, Nathalie & Karoubi, Bruno, 2021. "The Bitcoin: to be or not to be a Real Currency?," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 312-319.
    32. Luca Marchiori, 2018. "Monetary theory reversed: Virtual currency issuance and miners’ remuneration," BCL working papers 115, Central Bank of Luxembourg.
    33. Christopher S. Henry, 2017. "Bitcoin Awareness and Usage in Canada," Working Papers hal-03182314, HAL.
    34. Wilko Bolt & Vera Lubbersen & Peter Wierts, 2022. "Getting the balance right: Crypto, stablecoin and CBDC," Working Papers 736, DNB.
    35. Andrew Detzel & Hong Liu & Jack Strauss & Guofu Zhou & Yingzi Zhu, 2021. "Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals," Financial Management, Financial Management Association International, vol. 50(1), pages 107-137, March.
    36. Dimitrios Koutmos & Wang Chun Wei, 2023. "Nowcasting bitcoin’s crash risk with order imbalance," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 125-154, July.
    37. Valeriia Dyntu & Oleh Dykyi, 2018. "Cryptocurrency In The System Of Money Laundering," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(5).
    38. Nino Antulov-Fantulin & Dijana Tolic & Matija Piskorec & Zhang Ce & Irena Vodenska, 2018. "Inferring short-term volatility indicators from Bitcoin blockchain," Papers 1809.07856, arXiv.org.
    39. Andrea Canidio & Vincent Danos & Stefania Marcassa & Julien Prat, 2021. "Tokens and ICOs: A Review of the Economic Literature," Post-Print hal-03678409, HAL.
    40. Irena Barjav{s}i'c & Nino Antulov-Fantulin, 2020. "Time-varying volatility in Bitcoin market and information flow at minute-level frequency," Papers 2004.00550, arXiv.org, revised Jan 2021.
    41. Anil Savio Kavuri & Alistair Milne, 2019. "FinTech and the future of financial services: What are the research gaps?," CAMA Working Papers 2019-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

  11. Cameron MacDonald & Maarten van Oordt & Robin Scott, 2016. "Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions," Staff Analytical Notes 16-5, Bank of Canada.

    Cited by:

    1. Thibaut Duprey, 2020. "Canadian Financial Stress and Macroeconomic Condition," Canadian Public Policy, University of Toronto Press, vol. 46(S3), pages 236-260, October.
    2. Thibaut Duprey & Tom Roberts, 2017. "A Barometer of Canadian Financial System Vulnerabilities," Staff Analytical Notes 17-24, Bank of Canada.

  12. Leo de Haan & Maarten van Oordt, 2016. "Timing of Banks’ Loan Loss Provisioning During the Crisis," Staff Working Papers 16-27, Bank of Canada.

    Cited by:

    1. Ozili, Peterson K & Outa, Erick R, 2018. "Bank Income Smoothing in South Africa: Role of Ownership, IFRS and Economic fluctuation," MPRA Paper 102567, University Library of Munich, Germany.
    2. Fukuyama, Hirofumi & Matousek, Roman & Tzeremes, Nickolaos G., 2020. "A Nerlovian cost inefficiency two-stage DEA model for modeling banks’ production process: Evidence from the Turkish banking system," Omega, Elsevier, vol. 95(C).
    3. Hegde, Shantaram P. & Kozlowski, Steven E., 2021. "Discretionary loan loss provisioning and bank stock returns: The Role of economic booms and busts," Journal of Banking & Finance, Elsevier, vol. 130(C).

Articles

  1. Maarten R.C. Van Oordt, 2023. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 465-501, March.
    See citations under working paper version above.
  2. Rodney J. Garratt & Maarten R. C. van Oordt, 2023. "Why Fixed Costs Matter for Proof-of-Work–Based Cryptocurrencies," Management Science, INFORMS, vol. 69(11), pages 6482-6507, November.
    See citations under working paper version above.
  3. Rodney J. Garratt & Maarten R. C. van Oordt, 2021. "Privacy as a Public Good: A Case for Electronic Cash," Journal of Political Economy, University of Chicago Press, vol. 129(7), pages 2157-2180.

    Cited by:

    1. Agur, Itai & Ari, Anil & Dell’Ariccia, Giovanni, 2022. "Designing central bank digital currencies," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 62-79.
    2. Ahnert, Toni & Assenmacher, Katrin & Hoffmann, Peter & Leonello, Agnese & Monnet, Cyril & Porcellacchia, Davide, 2022. "The economics of central bank digital currency," CEPR Discussion Papers 17617, C.E.P.R. Discussion Papers.
    3. Flavio Pino, 2022. "The microeconomics of data – a survey," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 49(3), pages 635-665, September.
    4. Svetlana Abramova & Rainer Böhme & Helmut Elsinger & Helmut Stix & Martin Summer, 2022. "What can CBDC designers learn from asking potential users? Results from a survey of Austrian residents (Svetlana Abramova, Rainer Böhme, Helmut Elsinger, Helmut Stix, Martin Summer)," Working Papers 241, Oesterreichische Nationalbank (Austrian Central Bank).
    5. Dirk Niepelt, 2023. "Payments and prices," Working Papers 2023-03, Swiss National Bank.
    6. Michiel Bijlsma & Carin van der Cruijsen & Nicole Jonker & Jelmer Reijerink, 2021. "What triggers consumer adoption of CBDC?," Working Papers 709, DNB.
    7. Borgonovo, Emanuele & Caselli, Stefano & Cillo, Alessandra & Masciandaro, Donato & Rabitti, Giovanni, 2021. "Money, privacy, anonymity: What do experiments tell us?," Journal of Financial Stability, Elsevier, vol. 56(C).
    8. Dirk Niepelt, 2022. "Money and Banking with Reserves and CBDC," Diskussionsschriften dp2212, Universitaet Bern, Departement Volkswirtschaft.
    9. Antón, Arturo & Hernández-Trillo, Fausto & Ventosa-Santaulària, Daniel, 2021. "(In)Effective tax enforcement and demand for cash," Journal of Macroeconomics, Elsevier, vol. 70(C).
    10. Michiel Bijlsma & Carin van der Cruijsen & Nicole Jonker, 2021. "Not all data are created equal - Data sharing and privacy," Working Papers 728, DNB.
    11. Ngo, Vu Minh & Van Nguyen, Phuc & Nguyen, Huan Huu & Thi Tram, Huong Xuan & Hoang, Long Cuu, 2023. "Governance and monetary policy impacts on public acceptance of CBDC adoption," Research in International Business and Finance, Elsevier, vol. 64(C).
    12. Rainone, Edoardo, 2023. "Tax evasion policies and the demand for cash," Journal of Macroeconomics, Elsevier, vol. 76(C).
    13. Bineet Mishra & Eswar S. Prasad, 2023. "A Simple Model of a Central Bank Digital Currency," NBER Working Papers 31198, National Bureau of Economic Research, Inc.
    14. Jiaqi Li, 2021. "Predicting the Demand for Central Bank Digital Currency: A Structural Analysis with Survey Data," Staff Working Papers 21-65, Bank of Canada.
    15. Anton Schautzer & Helmut Stix, 2022. "Past and future development of euro cash in Austria – resilience in light of technological change and economic crises," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-Q2/22, pages 21-46.
    16. Ferrari Minesso, Massimo & Mehl, Arnaud & Stracca, Livio, 2020. "Central bank digital currency in an open economy," Working Paper Series 2488, European Central Bank.
    17. Yuteng Cheng & Ryuichiro Izumi, 2023. "CBDC: Banking and Anonymity," Wesleyan Economics Working Papers 2023-002, Wesleyan University, Department of Economics.
    18. Bruna Bruno & Marisa Faggini, 2022. "The cashless man: do preferences matter?," Journal of Evolutionary Economics, Springer, vol. 32(5), pages 1525-1544, November.
    19. Charles M. Kahn & Maarten van Oordt & Yu Zhu, 2021. "Best Before? Expiring Central Bank Digital Currency and Loss Recovery," Staff Working Papers 21-67, Bank of Canada.
    20. Ahnert, Toni & Assenmacher, Katrin & Hoffmann, Peter & Leonello, Agnese & Monnet, Cyril & Porcellacchia, Davide, 2022. "Cold hard (digital) cash: the economics of central bank digital currency," Research Bulletin, European Central Bank, vol. 100.
    21. Arauz, Andrés & Garratt, Rodney & Ramos F., Diego F., 2021. "Dinero Electrónico: The rise and fall of Ecuador's central bank digital currency," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(2).
    22. Zijian Wang, 2023. "Money Laundering and the Privacy Design of Central Bank Digital Currency," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 604-632, December.
    23. Michiel Bijlsma & Carin Cruijsen & Nicole Jonker & Jelmer Reijerink, 2024. "What Triggers Consumer Adoption of Central Bank Digital Currency?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 65(1), pages 1-40, February.
    24. Syngjoo Choi & Bongseob Kim & Young-Sik Kim & Ohik Kwon, 2023. "Central Bank Digital Currency and Privacy: A Randomized Survey Experiment," BIS Working Papers 1147, Bank for International Settlements.

  4. Wilko Bolt & Maarten R.C. Van Oordt, 2020. "On the Value of Virtual Currencies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 835-862, June.
    See citations under working paper version above.
  5. Maarten van Oordt & Chen Zhou, 2019. "Systemic risk and bank business models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 365-384, April.

    Cited by:

    1. Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost, Tomáš, 2020. "Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector," EconStor Preprints 222580, ZBW - Leibniz Information Centre for Economics.
    2. Radoslav Raykov & Consuelo Silva-Buston, 2022. "Asymmetric Systemic Risk," Staff Working Papers 22-19, Bank of Canada.
    3. Davydov, Denis & Vähämaa, Sami & Yasar, Sara, 2021. "Bank liquidity creation and systemic risk," Journal of Banking & Finance, Elsevier, vol. 123(C).
    4. David Grossmann & Peter Scholz, 2019. "The golden rule of banking: funding cost risks of bank business models," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(2), pages 174-196, June.
    5. Elien Meuleman & Rudi Vander Vennet, 2019. "Macroprudential Policy And Bank Systemic Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/971, Ghent University, Faculty of Economics and Business Administration.
    6. Kinateder, Harald & Choudhury, Tonmoy & Zaman, Rashid & Scagnelli, Simone D. & Sohel, Nurul, 2021. "Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    7. Chen, Yi-Pei & Chen, Yu-Lun & Chiang, Shu-Hen & Mo, Wan-Shin, 2023. "Determinants of connectedness in financial institutions: Evidence from Taiwan," Emerging Markets Review, Elsevier, vol. 55(C).
    8. Lartey, Theophilus & James, Gregory A. & Danso, Albert & Boateng, Agyenim, 2022. "Bank business models, failure risk and earnings opacity: A short- versus long-term perspective," International Review of Financial Analysis, Elsevier, vol. 80(C).
    9. Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.
    10. He, Chengying & Huang, Ke & Lin, Jianwu & Wang, Tianqi & Zhang, Zuominyang, 2023. "Explain systemic risk of commodity futures market by dynamic network," International Review of Financial Analysis, Elsevier, vol. 88(C).
    11. Linda Mhalla & Julien Hambuckers & Marie Lambert, 2022. "Extremal connectedness of hedge funds," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 988-1009, August.
    12. Chen, Wang & Zhang, Zhiwen & Hamori, Shigeyuki & Kinkyo, Takuji, 2021. "Not all bank systemic risks are alike: Deposit insurance and bank risk revisited," International Review of Financial Analysis, Elsevier, vol. 77(C).
    13. Mihir Dash, 2021. "Non-Performing Loans and Systemic Risk of Indian Banks," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 10(1), pages 10-20, April.

  6. Maarten R C van Oordt & Chen Zhou, 2019. "Estimating Systematic Risk under Extremely Adverse Market Conditions," Journal of Financial Econometrics, Oxford University Press, vol. 17(3), pages 432-461.
    See citations under working paper version above.
  7. de Haan, Leo & van Oordt, Maarten R.C., 2018. "Timing of banks’ loan loss provisioning during the crisis," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 293-303.
    See citations under working paper version above.
  8. van Oordt, Maarten R. C. & Zhou, Chen, 2016. "Systematic Tail Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(2), pages 685-705, April.

    Cited by:

    1. Białkowski, Jędrzej & Dang, Huong Dieu & Wei, Xiaopeng, 2022. "High policy uncertainty and low implied market volatility: An academic puzzle?," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1185-1208.
    2. Zaremba, Adam & Bilgin, Mehmet Huseyin & Long, Huaigang & Mercik, Aleksander & Szczygielski, Jan J., 2021. "Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 78(C).
    3. Long, Huaigang & Zhu, Yanjian & Chen, Lifang & Jiang, Yuexiang, 2019. "Tail risk and expected stock returns around the world," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 162-178.
    4. Radoslav Raykov & Consuelo Silva-Buston, 2022. "Asymmetric Systemic Risk," Staff Working Papers 22-19, Bank of Canada.
    5. Cui, Wei & Yao, Juan, 2020. "Funds of hedge funds: Are they really the high society for little guys?," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 346-361.
    6. Bellenzier, Lucia & Vitting Andersen, Jørgen & Rotundo, Giulia, 2016. "Contagion in the world's stock exchanges seen as a set of coupled oscillators," Economic Modelling, Elsevier, vol. 59(C), pages 224-236.
    7. Davydov, Denis & Vähämaa, Sami & Yasar, Sara, 2021. "Bank liquidity creation and systemic risk," Journal of Banking & Finance, Elsevier, vol. 123(C).
    8. Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel Felix Ahelegbey & Paolo Giudici, 2020. "Tail Risk Transmission: A Study of Iran Food Industry," DEM Working Papers Series 189, University of Pavia, Department of Economics and Management.
    9. Bi, Jia & Zhu, Yifeng, 2020. "Value at risk, cross-sectional returns and the role of investor sentiment," Journal of Empirical Finance, Elsevier, vol. 56(C), pages 1-18.
    10. Lian, Ziying & Cai, Jun & Webb, Robert I., 2020. "Oil stocks, risk factors, and tail behavior," Energy Economics, Elsevier, vol. 91(C).
    11. Ahelegbey, Daniel Felix & Giudici, Paolo & Mojtahedi, Fatemeh, 2021. "Tail risk measurement in crypto-asset markets," International Review of Financial Analysis, Elsevier, vol. 73(C).
    12. Prodosh Simlai, 2021. "Accrual mispricing, value-at-risk, and expected stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1487-1517, November.
    13. Stoja, Evarist & Polanski, Arnold & Nguyen, Linh H. & Pereverzin, Aleksandr, 2023. "Does systematic tail risk matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
    14. Asgar Ali & K. N. Badhani, 2023. "Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?," Empirical Economics, Springer, vol. 65(2), pages 775-804, August.
    15. Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2021. "Systemic-systematic risk in financial system: A dynamic ranking based on expectiles," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 330-365.
    16. Krzysztof Echaust & Małgorzata Just, 2021. "Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic," Energies, MDPI, vol. 14(14), pages 1-21, July.
    17. Zhao, Zifeng & Zhang, Zhengjun & Chen, Rong, 2018. "Modeling maxima with autoregressive conditional Fréchet model," Journal of Econometrics, Elsevier, vol. 207(2), pages 325-351.
    18. Idris A. Adediran, 2021. "Can Tail Risk Predict Asia-Pacific Exchange Rates Out of Sample?," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-6.
    19. Yang, Huan & Cai, Jun & Huang, Lin & Marcus, Alan J., 2021. "Bank stocks, risk factors, and tail behavior," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 203-229.
    20. Tong Wang, 2023. "Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium," Review of Finance, European Finance Association, vol. 27(1), pages 325-367.
    21. Jozef Barunik & Matej Nevrla, 2022. "Common Idiosyncratic Quantile Risk," Papers 2208.14267, arXiv.org, revised Jun 2023.
    22. Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023. "Gold and tail risks," Resources Policy, Elsevier, vol. 80(C).
    23. Rhee, S. Ghon & Wu, Feng (Harry), 2020. "Conditional extreme risk, black swan hedging, and asset prices," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 412-435.
    24. Long, Huaigang & Jiang, Yuexiang & Zhu, Yanjian, 2018. "Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets," Finance Research Letters, Elsevier, vol. 24(C), pages 129-136.
    25. Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2020. "Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns," Journal of Financial Economics, Elsevier, vol. 135(3), pages 725-753.
    26. Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2022. "Multivariate crash risk," Journal of Financial Economics, Elsevier, vol. 145(1), pages 129-153.
    27. Deniz Erdemlioglu & Christopher J. Neely & Xiye Yang, 2023. "Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications," Working Papers 2023-016, Federal Reserve Bank of St. Louis.
    28. Ba, Shusong & Li, Lu & Huang, Wenli & Yang, Chen, 2020. "Heterogeneity risks and negative externality," Economic Modelling, Elsevier, vol. 87(C), pages 401-415.
    29. Sheng Fang & Paul Egan, 2021. "Tail dependence between oil prices and China's A‐shares: Evidence from firm‐level data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1469-1487, January.
    30. Maghyereh, Aktham & Abdoh, Hussein, 2021. "Time–frequency quantile dependence between Bitcoin and global equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    31. Gong, Xiao-Li & Zhao, Min & Wu, Zhuo-Cheng & Jia, Kai-Wen & Xiong, Xiong, 2023. "Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective," Energy Economics, Elsevier, vol. 121(C).
    32. Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist, 2019. "Systematic extreme downside risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 128-142.
    33. Yang, Liuyong & Long, Yijia & Long, Huaigang & Zaremba, Adam & Zhou, Wenyu, 2022. "Is tail risk priced in the cross-section of Chinese mutual fund returns?," Finance Research Letters, Elsevier, vol. 50(C).
    34. Linda Mhalla & Julien Hambuckers & Marie Lambert, 2022. "Extremal connectedness of hedge funds," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 988-1009, August.
    35. Aleksy Leeuwenkamp & Wentao Hu, 2023. "New general dependence measures: construction, estimation and application to high-frequency stock returns," Papers 2309.00025, arXiv.org.
    36. Wang, Chen & Xiong, Xiong & Shen, Dehua, 2022. "Tail risks, firm characteristics, and stock returns," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    37. Fousseni Chabi-Yo & Markus Huggenberger & Florian Weigert, 2019. "Multivariate Crash Risk," Working Papers on Finance 1901, University of St. Gallen, School of Finance.
    38. Quang Trinh, Vu & Duong Cao, Ngan & Li, Teng & Elnahass, Marwa, 2023. "Social capital, trust, and bank tail risk: The value of ESG rating and the effects of crisis shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).

  9. van Oordt, Maarten R.C., 2014. "Securitization and the dark side of diversification," Journal of Financial Intermediation, Elsevier, vol. 23(2), pages 214-231.

    Cited by:

    1. Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2022. "Risk pooling, intermediation efficiency, and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    2. Jonathan A. Batten & Xuan Vinh Vo, 2016. "Bank risk shifting and diversification in an emerging market," Risk Management, Palgrave Macmillan, vol. 18(4), pages 217-235, December.
    3. Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019. "Risk Pooling, Leverage, and the Business Cycle," Working Papers 2019: 21, Department of Economics, University of Venice "Ca' Foscari".
    4. Pedro Cadenas & Henryk Gzyl & Hyun Woong Park, 2020. "How dark is the dark side of diversification?," Papers 2012.12154, arXiv.org.
    5. Wengerek, Sascha Tobias & Hippert, Benjamin & Uhde, André, 2022. "Risk allocation through securitization: Evidence from non-performing loans," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 48-64.
    6. De Jonghe, Olivier & Diepstraten, Maaike & Schepens, Glenn, 2015. "Banks’ size, scope and systemic risk: What role for conflicts of interest?," Journal of Banking & Finance, Elsevier, vol. 61(S1), pages 3-13.
    7. Nikolaos I. Papanikolaou, 2017. "To Be Bailed Out or To Be Left to Fail? A Dynamic Competing Risks Hazard Analysis," BAFES Working Papers BAFES12, Department of Accounting, Finance & Economic, Bournemouth University.
    8. Pedro Cadenas & Henryk Gzyl, 2021. "Diversification Can Control Probability of Default or Risk, but Not Both," JRFM, MDPI, vol. 14(2), pages 1-10, February.
    9. Eric Fina Kamani, 2020. "The effect of the trading activities of banks on systemic risk: does banking industry concentration matter?," Economics Bulletin, AccessEcon, vol. 40(1), pages 542-555.

  10. van Oordt, Maarten R.C. & Zhou, Chen, 2012. "The simple econometrics of tail dependence," Economics Letters, Elsevier, vol. 116(3), pages 371-373.

    Cited by:

    1. Christina Bui, 2018. "Bank Regulation and Financial Stability," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 5-2018.
    2. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015. "Specification Testing in Hawkes Models," Tinbergen Institute Discussion Papers 15-086/III, Tinbergen Institute.
    3. Algieri, Bernardina & Leccadito, Arturo, 2017. "Assessing contagion risk from energy and non-energy commodity markets," Energy Economics, Elsevier, vol. 62(C), pages 312-322.
    4. Christophe Boucher & Sessi Tokpavi, 2018. "Stocks and Bonds: Flight-to-Safety for Ever?," Working Papers hal-04141705, HAL.
    5. JOOCHEOl KIM & SUNGHO KIM, 2014. "Multivariate Tail Dependence in Financial Markets," Working papers 2014rwp-71, Yonsei University, Yonsei Economics Research Institute.
    6. Qiubin Huang & Jakob De Haan & Bert Scholtens, 2019. "Analysing Systemic Risk in the Chinese Banking System," Pacific Economic Review, Wiley Blackwell, vol. 24(2), pages 348-372, May.
    7. Christophe Boucher & Sessi Tokpavi, 2019. "Stocks and Bonds: Flight-to-Safety for Ever?," Post-Print hal-02067096, HAL.
    8. Sessi Tokpavi & Christophe Boucher, 2018. "Stocks and Bonds: Flight-to-Safety for Ever?," EconomiX Working Papers 2018-39, University of Paris Nanterre, EconomiX.

  11. Bolt, Wilko & de Haan, Leo & Hoeberichts, Marco & van Oordt, Maarten R.C. & Swank, Job, 2012. "Bank profitability during recessions," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2552-2564.

    Cited by:

    1. Alin-Marius Andrie? & Bogdan Capraru & Florentina Ie?an-Muntean & Iulian Ihnatov, 2016. "The Impact of International Financial Crisis on Bank Performance in Eastern and Central European Countries," EuroEconomica, Danubius University of Galati, issue 1(35), pages 111-126, may.
    2. Memmel, Christoph, 2017. "Why do banks bear interest rate risk?," Discussion Papers 35/2017, Deutsche Bundesbank.
    3. Wu, Yueh-Cheng & Wei Kiong Ting, Irene & Lu, Wen-Min & Nourani, Mohammad & Kweh, Qian Long, 2016. "The impact of earnings management on the performance of ASEAN banks," Economic Modelling, Elsevier, vol. 53(C), pages 156-165.
    4. Rubén Chavarín, 2020. "Risk governance, banks affiliated to business groups, and foreign ownership," Risk Management, Palgrave Macmillan, vol. 22(1), pages 1-37, March.
    5. Christopher F Baum & Mustafa Caglayan & Bing Xu, 2017. "The Impact of Uncertainty on Financial Institutions," Boston College Working Papers in Economics 939, Boston College Department of Economics, revised 20 Sep 2018.
    6. Cheng, Gong & Mevis, Dirk, 2015. "What happened to profitability? Shocks, challenges and perspectives for euro area banks," MPRA Paper 66150, University Library of Munich, Germany.
    7. Anthony Brassil, 2022. "The Consequences of Low Interest Rates for the Australian Banking Sector," RBA Research Discussion Papers rdp2022-08, Reserve Bank of Australia.
    8. Carlo Altavilla & Miguel Boucinha & José-Luis Peydró, 2017. "Monetary policy and bank profitability in a low interest rate environment," Economics Working Papers 1655, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2018.
    9. Busch, Ramona & Drescher, Christian & Memmel, Christoph, 2017. "Bank stress testing under different balance sheet assumptions," Discussion Papers 07/2017, Deutsche Bundesbank.
    10. Bongini, Paola & Cucinelli, Doriana & Battista, Maria Luisa Di & Nieri, Laura, 2019. "Profitability shocks and recovery in time of crisis evidence from European banks," Finance Research Letters, Elsevier, vol. 30(C), pages 233-239.
    11. Paroush, Jacob & Schreiber, Ben Z., 2019. "Profitability, capital, and risk in US commercial and savings banks: Re-examination of estimation methods," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 148-162.
    12. Killins, Robert N., 2020. "Firm-specific, industry-specific and macroeconomic factors of life insurers’ profitability: Evidence from Canada," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    13. Gabriel Zsurkis, 2022. "Determinants of cost of equity for listed euro area banks," Working Papers w202209, Banco de Portugal, Economics and Research Department.
    14. Olszak, Małgorzata & Kowalska, Iwona, 2023. "Do competition and market structure affect sensitivity of bank profitability to the business cycle?," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
    15. Paul-Olivier Klein & Laurent Weill, 2022. "Bank Profitability and Economic Growth," Post-Print hal-03955647, HAL.
    16. Akhtaruzzaman, Md & Chiah, Mardy & Docherty, Paul & Zhong, Angel, 2021. "Betting against bank profitability," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 304-323.
    17. Caby, Jérôme & Ziane, Ydriss & Lamarque, Eric, 2022. "The impact of climate change management on banks profitability," Journal of Business Research, Elsevier, vol. 142(C), pages 412-422.
    18. Vithessonthi, Chaiporn, 2023. "The consequences of bank loan growth: Evidence from Asia," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 252-270.
    19. Hristov, Nikolay & Hülsewig, Oliver, 2017. "Unexpected loan losses and bank capital in an estimated DSGE model of the euro area," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 161-186.
    20. Cristian Dragos & Simona Laura Dragos, 2012. "Econometric Estimations of the Services and Financial Sector Impact on Economic Growth Variations in Times of Crisis," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 14(Special N), pages 621-634, November.
    21. Ramona Busch & Christoph Memmel, 2016. "Quantifying the components of the banks’ net interest margin," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(4), pages 371-396, November.
    22. Garšvienė Lina & Balčiūnaitė Kristina & Matuzevičiūtė Kristina & Ruplienė Dovilė, 2022. "Assessment of Factors Determining the Level of Private Credit in European Union Countries," Management of Organizations: Systematic Research, Sciendo, vol. 87(1), pages 67-82, June.
    23. Salvatore Perdichizzi, 2017. "The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns," DISCE - Working Papers del Dipartimento di Economia e Finanza def059, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    24. Foos, Daniel & Lütkebohmert, Eva & Markovych, Mariia & Pliszka, Kamil, 2017. "Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve," Discussion Papers 24/2017, Deutsche Bundesbank.
    25. Claudio Borio & Leonardo Gambacorta & Boris Hofmann, 2015. "The influence of monetary policy on bank profitability," BIS Working Papers 514, Bank for International Settlements.
    26. Asror Nigmonov & Syed Shams, 2021. "COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-28, December.
    27. Ozili, Peterson, K, 2016. "Bank Profitability and Capital Regulation: Evidence from Listed and non-Listed Banks in Africa," MPRA Paper 75856, University Library of Munich, Germany.
    28. Laurence Pouw & Jan Kakes, 2013. "What drives bank earnings? Evidence for 28 banking sectors," Applied Economics Letters, Taylor & Francis Journals, vol. 20(11), pages 1062-1066, July.
    29. Killins, Robert N. & Egly, Peter V. & Batabyal, Sourav, 2021. "The impact of the yield curve on bank equity returns: Evidence from Canada," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 319-329.
    30. Chavarín, Rubén, 2015. "Determinants of commercial bank profitability in Mexico," MPRA Paper 70106, University Library of Munich, Germany.
    31. Joaqui-Barandica, Orlando & Manotas-Duque, Diego F. & Uribe, Jorge M., 2022. "Commonality, macroeconomic factors and banking profitability," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    32. Anwar Al-Gasaymeh & Miral R. Samarah, 2023. "Does Country Risk Affect Banking Efficiency: Empirical Evidence from Turkey and Selected Countries from the European Union," Global Business Review, International Management Institute, vol. 24(6), pages 1401-1417, December.
    33. Wang, Ling, 2023. "Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 347-364.
    34. PRAO Yao Séraphin & DIABATE Salimata, 2022. "The Determinants of the Efficiency of Ivorian Commercial Banks: A Study Using the Non-Parametric Approach," International Business Research, Canadian Center of Science and Education, vol. 15(11), pages 1-30, November.
    35. Van Dan Dang, 2019. "Should Vietnamese Banks Need More Equity? Evidence on Risk-Return Trade-Off in Dynamic Models of Banking," JRFM, MDPI, vol. 12(2), pages 1-13, May.
    36. Alexandra ZINS & Laurent WEILL, 2020. "Is Islamic Banking More Procyclical? Cross-Country Evidence," Working Papers of LaRGE Research Center 2020-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
    37. Mathur, Ike & Marcelin, Isaac, 2015. "Institutional failure or market failure?," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 266-280.
    38. Busch, Ramona & Memmel, Christoph, 2015. "Banks Net Interest Margin and the Level of Interest Rates," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113187, Verein für Socialpolitik / German Economic Association.
    39. Christopher F. Baum & Mustafa Caglayan & Bing Xu, 2021. "The impact of uncertainty on financial institutions: A cross‐country study," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3719-3739, July.
    40. Mariarosa Borroni & Mariacristina Piva & Simone Rossi, 2016. "Determinants of Bank Profitability in the Euro Area: Has Anything Changed?," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali dises1619, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    41. Leo de Haan & Maarten van Oordt, 2016. "Timing of Banks’ Loan Loss Provisioning During the Crisis," Staff Working Papers 16-27, Bank of Canada.
    42. Căpraru Bogdan & Ihnatov Iulian, 2015. "Determinants Of Bank’s Profitability In EU15," Scientific Annals of Economics and Business, Sciendo, vol. 62(1), pages 93-101, April.
    43. Mengyun Wu & Martha Coleman & Jonas Bawuah, 2020. "The Predictive Power of K-Nearest Neighbor (KNN): The Effect of Corporate Governance Mechanisms on Earnings Management," SAGE Open, , vol. 10(3), pages 21582440209, August.
    44. Adama Combey & Apelete Togbenou, 2017. "The Bank Sector Performance and Macroeconomics Environment: Empirical Evidence in Togo," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(2), pages 180-188, February.
    45. Peter V. Egly & David W. Johnk & André Varella Mollick, 2018. "Bank net interest margins, the yield curve, and the 2007–2009 financial crisis," Review of Financial Economics, John Wiley & Sons, vol. 36(1), pages 12-32, January.
    46. Pool, Sebastiaan & de Haan, Leo & Jacobs, Jan P.A.M., 2015. "Loan loss provisioning, bank credit and the real economy," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 124-136.
    47. Teixeira, João C.A. & Matos, Tiago F.A. & da Costa, Gui L.P. & Fortuna, Mário J.A., 2020. "Investor protection, regulation and bank risk-taking behavior," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    48. Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.
    49. Lutfi, & Suyatno,, 2019. "Determinants of Bank Efficiency: Evidence from Regional Development Banks," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 53(3), pages 59-74.
    50. Saurabh Ghosh & Snehal Herwadkar & Radheshyam Verma & Pawan Gopalakrishnan, 2023. "Disentangling demand and supply side determinants of post-GFC credit slowdown: an Indian perspective," Indian Economic Review, Springer, vol. 58(2), pages 399-421, September.
    51. Ma³gorzata Olszak & Iwona Kowalska, 2021. "Do competition and market structure matter for sensitivity of bank profitability to business cycle?," Faculty of Management Working Paper Series 12021, University of Warsaw, Faculty of Management.
    52. Eric Muendo Kilonzo & Jared Ariemba & Joash Migoshi, 2017. "Factors Influencing the use of Agency Banking by Bank Customers in Makueni Sub-Country," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 6(4), pages 28-43, April.
    53. Alona Shmygel, 2023. "Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector," IHEID Working Papers 17-2023, Economics Section, The Graduate Institute of International Studies.
    54. Ozili, Peterson K & Arun, Thankom, 2022. "Does economic policy uncertainty affect bank profitability?," MPRA Paper 114403, University Library of Munich, Germany.
    55. Sergio SANFILIPPO AZOFRA & Maria CANTERO SAIZ & Begona TORRE OLMO & Carlos LOPEZ GUTIERREZ, 2013. "Financial Crises, Concentration and Efficiency: Effects on Performance and Risk of Banks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(6), pages 537-558, December.
    56. Hippler, William J. & Hassan, M. Kabir, 2015. "The impact of macroeconomic and financial stress on the U.S. financial sector," Journal of Financial Stability, Elsevier, vol. 21(C), pages 61-80.
    57. Bhadury, Soumya & Ghosh, Saurabh & Gopalakrishnan, Pawan, 2021. "In quest for policy 'silver bullets' towards triggering a v-shaped recovery," MPRA Paper 110905, University Library of Munich, Germany.
    58. Adela Socol & Adina Elena Dănuleţiu, 2013. "Analysis Of The Romanian Banks' Performance Through Roa, Roe And Non-Performing Loans Models," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(15), pages 1-24.
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    66. Salvador Climent-Serrano & Jose M. Pavía, 2015. "Determinants of profitability in Spanish financial institutions. Comparing aided and non-aided entities," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(6), pages 1170-1184, December.
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