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Ron Berndsen

Personal Details

First Name:Ron
Middle Name:
Last Name:Berndsen
Suffix:
RePEc Short-ID:pbe969
[This author has chosen not to make the email address public]
https://www.warehousemetaphor.com
Tilburg School of Economics and Management Tilburg University 5000 LE Tilburg The Netherlands

Affiliation

Departement Algemene Economie
School of Economics and Management
Universiteit van Tilburg

Tilburg, Netherlands
https://www.tilburguniversity.edu/about/schools/economics-and-management/organization/departments/economics
RePEc:edi:aekubnl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Paulick, Jan & Berndsen, Ron & Diehl, Martin & Heijmans, Ronald, 2021. "No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2," Discussion Paper 2021-022, Tilburg University, Center for Economic Research.
  2. McLaughlin, Dennis & Berndsen, Ron, 2021. "Why Is a CCP failure very unlikely?," Discussion Paper 2021-002, Tilburg University, Center for Economic Research.
  3. Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Discussion Paper 2020-028, Tilburg University, Center for Economic Research.
  4. Richard Heuver & Ron Berndsen, 2020. "Liquidity Coverage Ratio in a Payments Network: Uncovering Contagion Paths," Working Papers 678, DNB.
  5. Berndsen, Ron & León, C. & Renneboog, Luc, 2018. "Financial stability in networks of financial institutions and market infrastructures," Other publications TiSEM c4fae203-93a8-410d-b3f0-0, Tilburg University, School of Economics and Management.
  6. Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
  7. carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 799, Banco de la Republica de Colombia.
  8. Berndsen, R.J., 2011. "Wat gebeurt er in Oom Digoberts Pakhuis?," Other publications TiSEM 4e77fd42-72d2-4847-a9ff-9, Tilburg University, School of Economics and Management.
  9. Berndsen, R.J., 2011. "What is Happening in Scrooge Digiduck's Warehouse?," Other publications TiSEM 4ab1c0bb-a3d9-4467-907a-1, Tilburg University, School of Economics and Management.
  10. Berndsen, R.J. & Daniels, H.A.M., 1994. "Causal reasoning and explanation in dynamic economic systems," Other publications TiSEM e55b3b83-b706-49cf-9c6d-f, Tilburg University, School of Economics and Management.
  11. Berndsen, R.J., 1992. "Qualitative reasoning and knowledge representation in economic models," Other publications TiSEM 81fd6886-b744-4c37-9dac-4, Tilburg University, School of Economics and Management.
  12. Berndsen, R.J. & Daniels, H.A.M., 1991. "Qualitative economics : An implementation in Prolog," Other publications TiSEM 83324814-0a3e-4d32-8b17-f, Tilburg University, School of Economics and Management.
  13. Berndsen, R.J. & Daniels, H.A.M., 1990. "Qualitative dynamics and causality in a Keynesian model," Other publications TiSEM b104f420-e06c-46ad-9ba4-0, Tilburg University, School of Economics and Management.
  14. Berndsen, R.J. & Daniels, H.A.M., 1989. "Qualitative economics in Prolog," Other publications TiSEM e36e244d-cdd2-4ce5-a0f0-6, Tilburg University, School of Economics and Management.

Articles

  1. Heuver, Richard A. & Berndsen, Ron J., 2022. "Liquidity coverage ratio in a payment network: Uncovering contagion paths," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
  2. Ron Berndsen, 2021. "Fundamental questions on central counterparties: A review of the literature," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 2009-2022, December.
  3. Ron Triepels & Hennie Daniels & Ron Berndsen, 2021. "Monitoring Liquidity Management of Banks With Recurrent Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 89-112, January.
  4. Berndsen, Ron J. & León, Carlos & Renneboog, Luc, 2018. "Financial stability in networks of financial institutions and market infrastructures," Journal of Financial Stability, Elsevier, vol. 35(C), pages 120-135.
  5. León, Carlos & Berndsen, Ron J., 2014. "Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture," Journal of Financial Stability, Elsevier, vol. 15(C), pages 241-256.
  6. R. Berndsen, 1997. "The EMU debt criterion: an interpretation," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 50(203), pages 505-533.
  7. Berndsen, Ron & Daniels, Hennie, 1994. "Causal reasoning and explanation in dynamic economic systems," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 251-271, January.
  8. Berndsen, Ron & Daniels, Hennie, 1990. "Qualitative dynamics and causality in a Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 14(2), pages 435-450, May.

Chapters

  1. Ron Berndsen & Willem Heeringa & Cees Ullersma, 2000. "Qualifying for Stage Three of EMU," Chapters, in: Peter A.G. van Bergeijk & Ron J. Berndsen & W. J. Jansen (ed.), The Economics of the Euro Area, chapter 3, pages 39-62, Edward Elgar Publishing.
  2. Peter van Bergeijk & Ron Berndsen & Jos Jansen, 2000. "At the Birth of the Euro Area," Chapters, in: Peter A.G. van Bergeijk & Ron J. Berndsen & W. J. Jansen (ed.), The Economics of the Euro Area, chapter 1, pages 1-18, Edward Elgar Publishing.

Books

  1. Peter A.G. van Bergeijk & Ron J. Berndsen & W. J. Jansen (ed.), 2000. "The Economics of the Euro Area," Books, Edward Elgar Publishing, number 1859.

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. McLaughlin, Dennis & Berndsen, Ron, 2021. "Why Is a CCP failure very unlikely?," Discussion Paper 2021-002, Tilburg University, Center for Economic Research.

    Cited by:

    1. Bardoscia, Marco & Ferrara, Gerardo & Vause, Nicholas & Yoganayagam, Michael, 2019. "Simulating liquidity stress in the derivatives market," Bank of England working papers 838, Bank of England.
    2. Bardoscia, Marco & Caccioli, Fabio & Gao, Haotian, 2022. "Efficiency of central clearing under liquidity stress," Bank of England working papers 1002, Bank of England.
    3. Melinda Friesz & Kira Muratov-Szabó & Andrea Prepuk & Kata Váradi, 2021. "Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint," Risks, MDPI, vol. 9(8), pages 1-19, August.

  2. Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Discussion Paper 2020-028, Tilburg University, Center for Economic Research.

    Cited by:

    1. McLaughlin, Dennis & Berndsen, Ron, 2021. "Why Is a CCP failure very unlikely?," Other publications TiSEM 39f37d9b-7b60-4d46-9608-d, Tilburg University, School of Economics and Management.
    2. Bardoscia, Marco & Caccioli, Fabio & Gao, Haotian, 2022. "Efficiency of central clearing under liquidity stress," Bank of England working papers 1002, Bank of England.
    3. Melinda Friesz & Kira Muratov-Szabó & Andrea Prepuk & Kata Váradi, 2021. "Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint," Risks, MDPI, vol. 9(8), pages 1-19, August.
    4. Michael J. Fleming & Frank M. Keane, 2021. "The Netting Efficiencies of Marketwide Central Clearing," Staff Reports 964, Federal Reserve Bank of New York.
    5. Ron Berndsen, 2021. "Fundamental questions on central counterparties: A review of the literature," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 2009-2022, December.

  3. Richard Heuver & Ron Berndsen, 2020. "Liquidity Coverage Ratio in a Payments Network: Uncovering Contagion Paths," Working Papers 678, DNB.

    Cited by:

    1. Jushua Baldoceda & Anthony Meza, 2022. "Liquidity Risk and Interdependence in Payment Systems: The Case of Peru," IHEID Working Papers 01-2022, Economics Section, The Graduate Institute of International Studies.
    2. Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Other publications TiSEM 1f3bd844-92ab-4104-8f57-9, Tilburg University, School of Economics and Management.

  4. Berndsen, Ron & León, C. & Renneboog, Luc, 2018. "Financial stability in networks of financial institutions and market infrastructures," Other publications TiSEM c4fae203-93a8-410d-b3f0-0, Tilburg University, School of Economics and Management.

    Cited by:

    1. Guo, Dong & Zhou, Peng, 2023. "The Evolution of Financial Market Infrastructure: From Digitalization to Tokenization," Cardiff Economics Working Papers E2023/5, Cardiff University, Cardiff Business School, Economics Section.
    2. Maria Rosa Borges & Lauriano Ulica & Mariya Gubareva, 2020. "Systemic risk in the Angolan interbank payment system – a network approach," Applied Economics, Taylor & Francis Journals, vol. 52(45), pages 4900-4912, September.
    3. Jin, Xisong & Nadal De Simone, Francisco, 2020. "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, vol. 49(C).
    4. Cao, Jie & Wen, Fenghua & Stanley, H. Eugene & Wang, Xiong, 2021. "Multilayer financial networks and systemic importance: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
    5. Robin L. Lumsdaine & Daniel N. Rockmore & Nicholas Foti & Gregory Leibon & J. Doyne Farmer, 2015. "The Intrafirm Complexity of Systemically Important Financial Institutions," Papers 1505.02305, arXiv.org.
    6. Chabot, Miia & Bertrand, Jean-Louis, 2021. "Complexity, interconnectedness and stability: New perspectives applied to the European banking system," Journal of Business Research, Elsevier, vol. 129(C), pages 784-800.
    7. Heuver, Richard A. & Berndsen, Ron J., 2022. "Liquidity coverage ratio in a payment network: Uncovering contagion paths," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
    8. Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2022. "Financial Risk Meter for emerging markets," Research in International Business and Finance, Elsevier, vol. 60(C).
    9. Saengchote, K & Castro-Iragorri, C, 2023. "Network Topology in Decentralized Finance," Documentos de Trabajo 20782, Universidad del Rosario.
    10. Chen, Wei & Qu, Shuai & Jiang, Manrui & Jiang, Cheng, 2021. "The construction of multilayer stock network model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    11. Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022. "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, vol. 61(C).
    12. Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2020. "Fiscal risk and financial fragility," Emerging Markets Review, Elsevier, vol. 45(C).
    13. Caceres-Santos, Jonnathan & Rodriguez-Martinez, Anahi & Caccioli, Fabio & Martinez-Jaramillo, Serafin, 2020. "Systemic risk and other interdependencies among banks in Bolivia," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
    14. Francis, Bill & Hasan, Iftekhar & Liu, LiuLing & Wang, Haizhi, 2019. "Senior debt and market discipline: Evidence from bank-to-bank loans," Journal of Banking & Finance, Elsevier, vol. 98(C), pages 170-182.
    15. Boyao Wu & Difang Huang & Muzi Chen, 2023. "Estimating contagion mechanism in global equity market with time‐zone effect," Financial Management, Financial Management Association International, vol. 52(3), pages 543-572, September.
    16. Carlos León & Javier Miguélez, 2021. "Securities cross-holding in the Colombian financial system: a topological approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(4), pages 786-806, February.
    17. Marco Bardoscia & Ginestra Bianconi & Gerardo Ferrara, 2019. "Multiplex network analysis of the UK over‐the‐counter derivatives market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1520-1544, October.
    18. Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2020. "Spillovers and diversification potential of bank equity returns from developed and emerging America," Post-Print hal-02966894, HAL.
    19. Cuba, Walter & Rodriguez-Martinez, Anahi & Chavez, Diego A. & Caccioli, Fabio & Martinez-Jaramillo, Serafin, 2021. "A network characterization of the interbank exposures in Peru," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(3).
    20. Carlos León, 2019. "Detecting anomalous payments networks: A dimensionality reduction approach," Borradores de Economia 1098, Banco de la Republica de Colombia.
    21. Ospina-Forero, Luis & Granados, Oscar M., 2023. "A network analysis of the structure and dynamics of FX derivatives markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 615(C).
    22. Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli, 2021. "The Physics of Financial Networks," Papers 2103.05623, arXiv.org.

  5. Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.

    Cited by:

    1. Poledna, Sebastian & Molina-Borboa, José Luis & Martínez-Jaramillo, Serafín & van der Leij, Marco & Thurner, Stefan, 2015. "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Journal of Financial Stability, Elsevier, vol. 20(C), pages 70-81.
    2. Christian Diem & Anton Pichler & Stefan Thurner, 2019. "What is the Minimal Systemic Risk in Financial Exposure Networks?," Papers 1905.05931, arXiv.org.
    3. Xie, Yiwei & Jiao, Feng & Li, Shihan & Liu, Qingfu & Tse, Yiuman, 2022. "Systemic risk in financial institutions: A multiplex network approach," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    4. Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto, 2019. "Estimation and model-based combination of causality networks among large US banks and insurance companies," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 1-21.
    5. Poledna, Sebastian & Martínez-Jaramillo, Serafín & Caccioli, Fabio & Thurner, Stefan, 2021. "Quantification of systemic risk from overlapping portfolios in the financial system," Journal of Financial Stability, Elsevier, vol. 52(C).
    6. Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
    7. Li, Fuchun & Perez-Saiz, Hector, 2018. "Measuring systemic risk across financial market infrastructures," Journal of Financial Stability, Elsevier, vol. 34(C), pages 1-11.
    8. Sebastian Poledna & Abraham Hinteregger & Stefan Thurner, 2018. "Identifying systemically important companies in the entire liability network of a small open economy," Papers 1801.10487, arXiv.org.
    9. Bartesaghi, Paolo & Clemente, Gian Paolo & Grassi, Rosanna & Luu, Duc Thi, 2022. "The multilayer architecture of the global input-output network and its properties," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 304-341.
    10. Cuba, Walter & Rodriguez-Martinez, Anahi & Chavez, Diego A. & Caccioli, Fabio & Martinez-Jaramillo, Serafin, 2021. "A network characterization of the interbank exposures in Peru," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(3).
    11. Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto Calogero, 2017. "Estimation and model-based combination of causality networks," SAFE Working Paper Series 165, Leibniz Institute for Financial Research SAFE.
    12. George Halkos & Shunsuke Managi & Kyriaki Tsilika, 2021. "Ranking Countries and Geographical Regions in the International Green Bond Transfer Network: A Computational Weighted Network Approach," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1301-1346, December.

  6. carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 799, Banco de la Republica de Colombia.

    Cited by:

    1. León, Carlos & Machado, Clara & Sarmiento, Miguel, 2018. "Identifying central bank liquidity super-spreaders in interbank funds networks," Journal of Financial Stability, Elsevier, vol. 35(C), pages 75-92.
    2. Carlos León, 2014. "Scale-free tails in Colombian financial indexes: a primer," Borradores de Economia 11144, Banco de la Republica.
    3. Carlos León & Clara Machado & Andrés Murcia, 2013. "Macro-prudential assessment of Colombian financial institutions’ systemic importance," Borradores de Economia 11105, Banco de la Republica.
    4. Carlos Castro & Juan S. Ordoñez & Sergio Preciado, 2016. "Network externalities across financial institutions," Documentos de Trabajo 14287, Universidad del Rosario.

  7. Berndsen, R.J., 2011. "What is Happening in Scrooge Digiduck's Warehouse?," Other publications TiSEM 4ab1c0bb-a3d9-4467-907a-1, Tilburg University, School of Economics and Management.

    Cited by:

    1. León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM ec673981-aa01-48f9-9553-d, Tilburg University, School of Economics and Management.
    2. carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 799, Banco de la Republica de Colombia.
    3. León, C., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.

  8. Berndsen, R.J. & Daniels, H.A.M., 1994. "Causal reasoning and explanation in dynamic economic systems," Other publications TiSEM e55b3b83-b706-49cf-9c6d-f, Tilburg University, School of Economics and Management.

    Cited by:

    1. Feelders, A. J. & Daniels, H. A. M., 2001. "A general model for automated business diagnosis," European Journal of Operational Research, Elsevier, vol. 130(3), pages 623-637, May.
    2. Caron, E.A.M. & Daniels, H.A.M., 2008. "Explanation of exceptional values in multi-dimensional business databases," European Journal of Operational Research, Elsevier, vol. 188(3), pages 884-897, August.

  9. Berndsen, R.J., 1992. "Qualitative reasoning and knowledge representation in economic models," Other publications TiSEM 81fd6886-b744-4c37-9dac-4, Tilburg University, School of Economics and Management.

    Cited by:

    1. Gelman, Irit Askira, 2005. "Addressing time-scale differences among decision-makers through model abstractions," European Journal of Operational Research, Elsevier, vol. 160(2), pages 325-335, January.
    2. Berndsen, Ron & Daniels, Hennie, 1994. "Causal reasoning and explanation in dynamic economic systems," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 251-271, January.
    3. carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 799, Banco de la Republica de Colombia.

  10. Berndsen, R.J. & Daniels, H.A.M., 1991. "Qualitative economics : An implementation in Prolog," Other publications TiSEM 83324814-0a3e-4d32-8b17-f, Tilburg University, School of Economics and Management.

    Cited by:

    1. Berndsen, Ron & Daniels, Hennie, 1994. "Causal reasoning and explanation in dynamic economic systems," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 251-271, January.
    2. Berndsen, R.J., 1992. "Qualitative reasoning and knowledge representation in economic models," Other publications TiSEM 81fd6886-b744-4c37-9dac-4, Tilburg University, School of Economics and Management.
    3. Takemura, Ryo, 2020. "Economic reasoning with demand and supply graphs," Mathematical Social Sciences, Elsevier, vol. 103(C), pages 25-35.

  11. Berndsen, R.J. & Daniels, H.A.M., 1990. "Qualitative dynamics and causality in a Keynesian model," Other publications TiSEM b104f420-e06c-46ad-9ba4-0, Tilburg University, School of Economics and Management.

    Cited by:

    1. Lady, George M., 1995. "Robust economic models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 481-501, April.
    2. Berndsen, Ron & Daniels, Hennie, 1994. "Causal reasoning and explanation in dynamic economic systems," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 251-271, January.
    3. Doubravsky, Karel & Dohnal, Mirko, 2018. "Qualitative equationless macroeconomic models as generators of all possible forecasts based on three trend values—Increasing, constant, decreasing," Structural Change and Economic Dynamics, Elsevier, vol. 45(C), pages 30-36.
    4. Berndsen, R.J., 1992. "Qualitative reasoning and knowledge representation in economic models," Other publications TiSEM 81fd6886-b744-4c37-9dac-4, Tilburg University, School of Economics and Management.
    5. Caron, E.A.M. & Daniels, H.A.M., 2008. "Explanation of exceptional values in multi-dimensional business databases," European Journal of Operational Research, Elsevier, vol. 188(3), pages 884-897, August.

Articles

  1. Heuver, Richard A. & Berndsen, Ron J., 2022. "Liquidity coverage ratio in a payment network: Uncovering contagion paths," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
    See citations under working paper version above.
  2. Ron Berndsen, 2021. "Fundamental questions on central counterparties: A review of the literature," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 2009-2022, December.

    Cited by:

    1. Injun Hwang & Baeho Kim, 2022. "A systemic change of measure from central clearing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(9), pages 1738-1754, September.
    2. Dávid Zoltán Szabó & Kata Váradi, 2022. "Margin requirements based on a stochastic correlation model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1797-1820, October.

  3. Ron Triepels & Hennie Daniels & Ron Berndsen, 2021. "Monitoring Liquidity Management of Banks With Recurrent Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 89-112, January.

    Cited by:

    1. Javid Iqbal & Muhammad Khalid Sohail & Aymen Irshad & Rao Aamir Khan, 2024. "Risk management disclosures and banks financial performance: evidence from emerging markets," Risk Management, Palgrave Macmillan, vol. 26(1), pages 1-21, February.

  4. Berndsen, Ron J. & León, Carlos & Renneboog, Luc, 2018. "Financial stability in networks of financial institutions and market infrastructures," Journal of Financial Stability, Elsevier, vol. 35(C), pages 120-135.
    See citations under working paper version above.
  5. León, Carlos & Berndsen, Ron J., 2014. "Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture," Journal of Financial Stability, Elsevier, vol. 15(C), pages 241-256.

    Cited by:

    1. León, Carlos & Machado, Clara & Sarmiento, Miguel, 2018. "Identifying central bank liquidity super-spreaders in interbank funds networks," Journal of Financial Stability, Elsevier, vol. 35(C), pages 75-92.
    2. León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM ec673981-aa01-48f9-9553-d, Tilburg University, School of Economics and Management.
    3. Jhonatan Pérez & Carlos León & Ricardo Mariño, 2014. "Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana, December.
    4. Carlos León & Constanza Martínez & Freddy Cepeda, 2015. "Short-Term Liquidity Contagion in the Interbank Market," Borradores de Economia 14167, Banco de la Republica.
    5. Freddy Cepeda-López & Fredy Gamboa-Estrada & Carlos León & Hernán Rincón-Castro, 2019. "The evolution of world trade from 1995 to 2014: A network approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 28(4), pages 452-485, May.
    6. Carlos León & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," Borradores de Economia 840, Banco de la Republica de Colombia.
    7. Saengchote, K & Castro-Iragorri, C, 2023. "Network Topology in Decentralized Finance," Documentos de Trabajo 20782, Universidad del Rosario.
    8. Fabio Della Rossa & Lorenzo Giannini & Pietro DeLellis, 2020. "Herding or wisdom of the crowd? Controlling efficiency in a partially rational financial market," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-16, September.
    9. Zhang, Simpson & van der Schaar, Mihaela, 2020. "Reputational dynamics in financial networks during a crisis," Journal of Financial Stability, Elsevier, vol. 49(C).
    10. Carlos León & Clara Machado & Andrés Murcia, 2016. "Assessing Systemic Importance With a Fuzzy Logic Inference System," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 121-153, January.
    11. Carlos León & Jorge Cely & Carlos Cadena, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Borradores de Economia 881, Banco de la Republica de Colombia.
    12. Ortega, Fabio & León, Carlos, 2018. "Las transferencias procesadas por ACH Colombia: un análisis desde la perspectiva de topología de redes," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 88, pages 109-153, January.
    13. Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
    14. Kosmidou, Kyriaki & Kousenidis, Dimitrios & Ladas, Anestis & Negkakis, Christos, 2017. "Determinants of risk in the banking sector during the European Financial Crisis," Journal of Financial Stability, Elsevier, vol. 33(C), pages 285-296.
    15. León, C. & Sarmiento, M., 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Discussion Paper 2016-017, Tilburg University, Center for Economic Research.
    16. Nicholas Burton & Peter Galvin, 2022. "The effect of technology and regulation on the co-evolution of product and industry architecture," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 31(4), pages 1056-1085.
    17. Wang, Ze & Gao, Xiangyun & Huang, Shupei & Sun, Qingru & Chen, Zhihua & Tang, Renwu & Di, Zengru, 2022. "Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
    18. Berndsen, Ron & León, C. & Renneboog, Luc, 2018. "Financial stability in networks of financial institutions and market infrastructures," Other publications TiSEM c4fae203-93a8-410d-b3f0-0, Tilburg University, School of Economics and Management.
    19. Fabio Ortega & Carlos León, 2018. "Transfers processed by ACH Colombia: a network topology analysis," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 88, pages 109-153, Enero - J.
    20. Mariño-Martínez, Ricardo & León, Carlos & Cadena-Silva, Carlos, 2020. "Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia," Working papers 33, Red Investigadores de Economía.
    21. Sadamori Kojaku & Giulio Cimini & Guido Caldarelli & Naoki Masuda, 2018. "Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis," Papers 1802.05139, arXiv.org.
    22. Huang, Chuangxia & Cai, Yaqian & Yang, Xiaoguang & Deng, Yanchen & Yang, Xin, 2023. "Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?," Economic Modelling, Elsevier, vol. 127(C).
    23. Qianqian Gao & Hong Fan, 2020. "Macroprudential regulation for a dynamic Chinese banking system with a scale-free network," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 579-611, July.
    24. Harold M. Hastings & Tai Young-Taft & Chih-Jui Tsen, 2020. "Ecology, Economics, and Network Dynamics," Economics Working Paper Archive wp_971, Levy Economics Institute.
    25. Carlos A. Arango & Freddy H. Cepeda, 2016. "Non-monotonic Tradeoffs of Tiering in a Large Value Payment System," Borradores de Economia 946, Banco de la Republica de Colombia.
    26. Semanur Soyyiğit & Yasemin Asu Çırpıcı, 2017. "An Input-Output Network Structure Analysis Of Selected Countries," Yildiz Social Science Review, Yildiz Technical University, vol. 3(2), pages 65-88.
    27. Hull, Isaiah & Sattath, Or & Diamanti, Eleni & Wendin, Göran, 2020. "Quantum Technology for Economists," Working Paper Series 398, Sveriges Riksbank (Central Bank of Sweden).
    28. Fabio Ortega & Carlos León, 2017. "Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes," Borradores de Economia 990, Banco de la Republica de Colombia.
    29. Carlos León, 2019. "Detecting anomalous payments networks: A dimensionality reduction approach," Borradores de Economia 1098, Banco de la Republica de Colombia.
    30. Huang, Yan & Wan, Jiansong & Huang, Xin, 2019. "Quantitative analysis of financial system fragility based on manifold curvature," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1276-1285.
    31. León, C. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Other publications TiSEM ccd49709-e1d5-4da9-bf85-8, Tilburg University, School of Economics and Management.
    32. Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli, 2021. "The Physics of Financial Networks," Papers 2103.05623, arXiv.org.
    33. León, C., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.

  6. R. Berndsen, 1997. "The EMU debt criterion: an interpretation," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 50(203), pages 505-533.

    Cited by:

    1. L.L. Pasinetti, 1998. "European Union at the end of 1997: who is within the public finance “sustainability†zone?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 51(204), pages 17-36.
    2. L.L. Pasinetti, 1998. "European Union at the end of 1997: who is within the public finance “sustainability†zone?," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 51(204), pages 17-36.

  7. Berndsen, Ron & Daniels, Hennie, 1994. "Causal reasoning and explanation in dynamic economic systems," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 251-271, January.
    See citations under working paper version above.
  8. Berndsen, Ron & Daniels, Hennie, 1990. "Qualitative dynamics and causality in a Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 14(2), pages 435-450, May.
    See citations under working paper version above.

Chapters

    Sorry, no citations of chapters recorded.

Books

  1. Peter A.G. van Bergeijk & Ron J. Berndsen & W. J. Jansen (ed.), 2000. "The Economics of the Euro Area," Books, Edward Elgar Publishing, number 1859.

    Cited by:

    1. Peter A.G. VanBergeijk & Jan Marc Berk, "undated". "The Lucas Critique in Practice: An Empirical Investigation of the Impact of European Monetary Integration on the Term Structure," IEW - Working Papers 082, Institute for Empirical Research in Economics - University of Zurich.
    2. Menguy, Severine, 2007. "The advantages of introducing an exchange rate target within the statutes of the European Central Bank," Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 304-316, October.
    3. Patrick Lünnemann & Abdelaziz Rouabah, 2003. "Règle de Taylor: estimation et interprétation pour la zone euro et pour le Luxembourg," BCL working papers 9, Central Bank of Luxembourg.
    4. Oldřich Dědek, 2006. "Rizika a výzvy měnové strategie k převzetí eura [Risks and challenges of monetary strategy for euro adoption]," Politická ekonomie, Prague University of Economics and Business, vol. 2006(1), pages 3-21.
    5. Avdoulas Christos & Bekiros Stelios & Lucey Brian, 2020. "The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-23, September.
    6. Menguy, Séverine, 2006. "Les limites du cadre institutionnel européen," L'Actualité Economique, Société Canadienne de Science Economique, vol. 82(3), pages 395-418, septembre.
    7. Peter A.G. van Bergeijk, 2009. "Economic Diplomacy and the Geography of International Trade," Books, Edward Elgar Publishing, number 13518.
    8. Enrique Alberola & Ana Buisán & Santiago Fernández de Lis, 2002. "The quest for nominal and real convergence through integration in Europe and Latin America," Working Papers 0213, Banco de España.
    9. Tomasz Łyziak, 2001. "The premises and assumptions of monetary integration in Europe against the background of the theory of optimum currency area," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 3.

More information

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Statistics

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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 10 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 (5) 2014-11-01 2014-11-22 2015-01-03 2015-01-09 2020-05-04. Author is listed
  2. NEP-NET: Network Economics (5) 2013-12-29 2014-05-17 2014-11-01 2015-01-09 2020-05-04. Author is listed
  3. NEP-ISF: Islamic Finance (2) 2021-08-30 2021-08-30
  4. NEP-MAC: Macroeconomics (2) 2014-05-17 2020-05-04
  5. NEP-CBA: Central Banking (1) 2020-05-04
  6. NEP-CMP: Computational Economics (1) 2020-05-04
  7. NEP-HME: Heterodox Microeconomics (1) 2014-11-22
  8. NEP-PAY: Payment Systems and Financial Technology (1) 2020-12-14

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