IDEAS home Printed from https://ideas.repec.org/e/pva84.html
   My authors  Follow this author

Nico Valckx

Personal Details

First Name:Nico
Middle Name:
Last Name:Valckx
Suffix:
RePEc Short-ID:pva84
European Central Bank Financial Stability Postfach 16 03 19, D-60066 Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Francesco Drudi & Petra Köhler-Ulbrich & Marco Protopapa & Jiri Slacalek & Christoffer Kok Sørensen & Guido Wolswijk & Ramón Gómez Salvador & Ruth Magono & Nico Valckx & Elmar Stöss & Gerbert Hebbink , 2009. "Housing Finance in the Euro Area," Occasional Paper Series 101, European Central Bank.
  2. N. Valckx & M.J.K.de Ceuster & J. Annaert, 2003. "Is Financial Market Volatility Informative to Predict Recessions?," DNB Staff Reports (discontinued) 93, Netherlands Central Bank.
  3. Valckx, Nico, 2003. "Price dividend models, expectations formation, and monetary policy," HWWA Discussion Papers 217, Hamburg Institute of International Economics (HWWA).
  4. Nico Valckx, 2002. "WTO Financial Services Commitments; Determinants and Impacton Financial Stability," IMF Working Papers 02/214, International Monetary Fund.
  5. N. Valckx, 2002. "Price Dividend Models Revisited, and their Role as Indicators for Monetary Policy," WO Research Memoranda (discontinued) 694, Netherlands Central Bank, Research Department.
  6. N. Valckx, 2001. "Stock and Bond Market Sensitivities to Monetary Variables," WO Research Memoranda (discontinued) 680, Netherlands Central Bank, Research Department.
  7. Valckx, Nico, 2001. "Factors affecting asset price expectations : Fundamentals and policy," Research Discussion Papers 13/2001, Bank of Finland.
  8. Annaert, Jan & De Ceuster, Marc J.K. & Valckx, Nico, 2001. "Financial market volatility : Informative in predicting recessions," Research Discussion Papers 14/2001, Bank of Finland.
  9. ANNAERT, Jan & DE CEUSTER, Marc & VALCKX, Nico, 1998. "The information content of interest rate and stock market volatility for predicting business cycles in probit models," SESO Working Papers 1998008, University of Antwerp, Faculty of Applied Economics.
  10. VALCKX, Nico & PLASMANS, Joseph E.J., 1998. "Financial asset returns and the macroeconomy: An elaboration of the consumption CAPM," SESO Working Papers 1998035, University of Antwerp, Faculty of Applied Economics.

Articles

  1. Nico Valckx, 2007. "Book Review," De Economist, Springer, vol. 155(1), pages 123-124, March.
  2. Valckx, Nico, 2004. "WTO financial services commitments: Determinants and impact on financial stability," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 517-541.
  3. Nico Valckx, 2004. "The decomposition of US and Euro area stock and bond returns and their sensitivity to economic state variables," The European Journal of Finance, Taylor & Francis Journals, vol. 10(2), pages 149-173.
  4. Valckx, Nico, 2001. "Modeling Asset Premiums and the Risk-Free Rate in General Equilibrium CCAPM," Review of Quantitative Finance and Accounting, Springer, vol. 17(2), pages 107-126, September.

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. Francesco Drudi & Petra Köhler-Ulbrich & Marco Protopapa & Jiri Slacalek & Christoffer Kok Sørensen & Guido Wolswijk & Ramón Gómez Salvador & Ruth Magono & Nico Valckx & Elmar Stöss & Gerbert Hebbink , 2009. "Housing Finance in the Euro Area," Occasional Paper Series 101, European Central Bank.

    Cited by:

    1. Johannes Gareis & Eric Mayer, 2017. "Heterogeneous Mortgage Markets: Implications for Business Cycles and Welfare in the EMU," German Economic Review, Verein für Socialpolitik, vol. 18(2), pages 133-153, May.
    2. Gareis, Johannes & Mayer, Eric, 2012. "Financial market heterogeneity: Implications for the EMU," W.E.P. - Würzburg Economic Papers 90, University of Würzburg, Chair for Monetary Policy and International Economics.
    3. Leo Kaas & Georgi Kocharkov & Edgar Preugschat, 2015. "Wealth Inequality and Homeownership in Europe," Working Paper Series of the Department of Economics, University of Konstanz 2015-18, Department of Economics, University of Konstanz.
    4. Doyle, Nicola, 2009. "Housing Finance Developments in Ireland," Quarterly Bulletin Articles, Central Bank of Ireland, pages 75-88, October.

  2. N. Valckx & M.J.K.de Ceuster & J. Annaert, 2003. "Is Financial Market Volatility Informative to Predict Recessions?," DNB Staff Reports (discontinued) 93, Netherlands Central Bank.

    Cited by:

    1. Esther Fernández Galar & Javier Gómez Biscarri, 2003. "Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a," Faculty Working Papers 04/03, School of Economics and Business Administration, University of Navarra.
    2. Francesco Lippi & Stefano Neri, 2004. "Information variables for monetary policy in a small structural model," DNB Staff Reports (discontinued) 120, Netherlands Central Bank.
    3. Burkhard Raunig, 2003. "Testing for Longer Horizon Predictability of Return Volatility with an Application to the German," Working Papers 86, Oesterreichische Nationalbank (Austrian Central Bank).
    4. Cooper, Michael J. & Gubellini, Stefano, 2011. "The critical role of conditioning information in determining if value is really riskier than growth," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 289-305, March.
    5. Vladimir Dubrovskiy & Inna Golodniuk & Janusz Szyrmer, 2009. "Composite Leading Indicators for Ukraine: An Early Warning Model," CASE Network Reports 0085, CASE-Center for Social and Economic Research.

  3. Nico Valckx, 2002. "WTO Financial Services Commitments; Determinants and Impacton Financial Stability," IMF Working Papers 02/214, International Monetary Fund.

    Cited by:

    1. Daniel Müller-Jentsch, 2005. "Deeper Integration and Trade in Services in the Euro-Mediterranean Region : Southern Dimensions of the European Neighborhood Policy," World Bank Publications, The World Bank, number 7335.
    2. Peter Egger & Rainer Lanz, 2008. "The Determinants of GATS Commitment Coverage," The World Economy, Wiley Blackwell, vol. 31(12), pages 1666-1694, December.
    3. Kevin Gallagher, 2012. "The Global Governance of Capital Flows: New Opportunities, Enduring Challenges," Working Papers wp283, Political Economy Research Institute, University of Massachusetts at Amherst.
    4. Roy, Martin, 2010. "Endowments, power, and democracy: Political economy of multilateral commitments on trade in services," WTO Staff Working Papers ERSD-2010-11, World Trade Organization (WTO), Economic Research and Statistics Division.
    5. Alexei P Kireyev, 2002. "Liberalization of Trade in Financial Services and Financial Sector Stability (Analytical Approach)," IMF Working Papers 02/138, International Monetary Fund.
    6. Valckx, Nico, 2004. "WTO financial services commitments: Determinants and impact on financial stability," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 517-541.
    7. Kevin P. Gallagher, 2010. "Policy Space to Prevent and Mitigate Financial Crises in Trade and Investment Agreements," G-24 Discussion Papers 58, United Nations Conference on Trade and Development.
    8. Kevin P. Gallagher, 2011. "Losing Control: Policy Space to Prevent and Mitigate Financial Crises in Trade and Investment Agreements," Development Policy Review, Overseas Development Institute, vol. 29(4), pages 387-413, July.
    9. Dr. Ananya Raihan, 2003. "Ongoing Negotiations on the GATS FSA: Bangladesh’s Concerns and Position," CPD Working Paper 33, Centre for Policy Dialogue (CPD).

  4. Valckx, Nico, 2001. "Factors affecting asset price expectations : Fundamentals and policy," Research Discussion Papers 13/2001, Bank of Finland.

    Cited by:

    1. N. Valckx, 2001. "Stock and Bond Market Sensitivities to Monetary Variables," WO Research Memoranda (discontinued) 680, Netherlands Central Bank, Research Department.
    2. Lahdenperä, Harri, 2001. "Payment and financial innovation, reserve demand and implementation of monetary policy," Research Discussion Papers 26/2001, Bank of Finland.
    3. Saarenheimo, Tuomas, 2001. "Should unemployment benefits decrease as the unemployment spell lengthens?," Research Discussion Papers 23/2001, Bank of Finland.

  5. Annaert, Jan & De Ceuster, Marc J.K. & Valckx, Nico, 2001. "Financial market volatility : Informative in predicting recessions," Research Discussion Papers 14/2001, Bank of Finland.

    Cited by:

    1. Esther Fernández Galar & Javier Gómez Biscarri, 2003. "Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a," Faculty Working Papers 04/03, School of Economics and Business Administration, University of Navarra.
    2. Burkhard Raunig, 2003. "Testing for Longer Horizon Predictability of Return Volatility with an Application to the German," Working Papers 86, Oesterreichische Nationalbank (Austrian Central Bank).
    3. Lahdenperä, Harri, 2001. "Payment and financial innovation, reserve demand and implementation of monetary policy," Research Discussion Papers 26/2001, Bank of Finland.
    4. Saarenheimo, Tuomas, 2001. "Should unemployment benefits decrease as the unemployment spell lengthens?," Research Discussion Papers 23/2001, Bank of Finland.

Articles

  1. Valckx, Nico, 2004. "WTO financial services commitments: Determinants and impact on financial stability," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 517-541. See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (1) 2009-04-25
  2. NEP-CBA: Central Banking (1) 2009-04-25
  3. NEP-CFN: Corporate Finance (1) 2003-06-16
  4. NEP-FIN: Finance (1) 2003-10-12
  5. NEP-FMK: Financial Markets (1) 2009-04-25
  6. NEP-MAC: Macroeconomics (1) 2009-04-25
  7. NEP-MFD: Microfinance (1) 2003-10-12
  8. NEP-MON: Monetary Economics (1) 2003-06-16
  9. NEP-RMG: Risk Management (1) 2003-10-12
  10. NEP-URE: Urban & Real Estate Economics (1) 2009-04-25

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Nico Valckx should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.