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Richard Heuver

Personal Details

First Name:Richard
Middle Name:
Last Name:Heuver
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RePEc Short-ID:phe546
[This author has chosen not to make the email address public]

Affiliation

de Nederlandsche Bank

Amsterdam, Netherlands
http://www.dnb.nl/

:

Postbus 98, 1000 AB Amsterdam
RePEc:edi:dnbgvnl (more details at EDIRC)

Research output

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Jump to: Working papers

Working papers

  1. Ronald Heijmans & Richard Heuver & Clement Levallois & Iman van Lelyveld, 2014. "Dynamic visualization of large transaction networks: the daily Dutch overnight money market," DNB Working Papers 418, Netherlands Central Bank, Research Department.
  2. Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2014. "How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data," Questioni di Economia e Finanza (Occasional Papers) 215, Bank of Italy, Economic Research and International Relations Area.
  3. Ronald Heijmans & Lola Hernández & Richard Heuver, 2013. "Determinants of the rate of the Dutch unsecured overnight money market," DNB Working Papers 374, Netherlands Central Bank, Research Department.
  4. Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2013. "How to measure the unsecured money market? The Eurosystem's implementation and validation using TARGET2 data," DNB Working Papers 369, Netherlands Central Bank, Research Department.
  5. Ronald Heijmans & Richard Heuver & Daniëlle Walraven, 2011. "Monitoring the unsecured interbank money market using TARGET2 data," DNB Working Papers 276, Netherlands Central Bank, Research Department.
  6. Ronald Heijmans & Richard Heuver, 2011. "Is this bank ill? The diagnosis of doctor TARGET2," DNB Working Papers 316, Netherlands Central Bank, Research Department.

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. Ronald Heijmans & Richard Heuver & Clement Levallois & Iman van Lelyveld, 2014. "Dynamic visualization of large transaction networks: the daily Dutch overnight money market," DNB Working Papers 418, Netherlands Central Bank, Research Department.

    Cited by:

    1. Blasques, Francisco & Brauning, Falk & Lelyveld, Iman Van, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
    2. Mark D. Flood & Victoria L. Lemieux & Margaret Varga & B.L. William Wong, 2014. "The Application of Visual Analytics to Financial Stability Monitoring," Working Papers 14-02, Office of Financial Research, US Department of the Treasury, revised 07 Oct 2014.
    3. Hubert Buch-Hansen & Clement Levallois, 2015. "The Scale and Geography of Collusion in the European Market: A Longitudinal View," Journal of Common Market Studies, Wiley Blackwell, vol. 53(4), pages 737-752, July.

  2. Ronald Heijmans & Lola Hernández & Richard Heuver, 2013. "Determinants of the rate of the Dutch unsecured overnight money market," DNB Working Papers 374, Netherlands Central Bank, Research Department.

    Cited by:

    1. Ronald Heijmans & Richard Heuver & Zion Gorgi, 2016. "How to monitor the exit from the Eurosystem's unconventional monetary policy: Is EONIA dead and gone?," DNB Working Papers 504, Netherlands Central Bank, Research Department.
    2. Anna Sznajderska, 2016. "Wpływ sposobu zarządzania płynnością, premii za ryzyko i oczekiwań na stopy rynku międzybankowego w Polsce," Bank i Kredyt, Narodowy Bank Polski, vol. 47(1), pages 61-90.

  3. Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2013. "How to measure the unsecured money market? The Eurosystem's implementation and validation using TARGET2 data," DNB Working Papers 369, Netherlands Central Bank, Research Department.

    Cited by:

    1. Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José Luis, 2015. "Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis," CEPR Discussion Papers 10479, C.E.P.R. Discussion Papers.
    2. Blasques, Francisco & Brauning, Falk & Lelyveld, Iman Van, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
    3. Q. Farooq Akram & Casper Christophersen, 2013. "Inferring interbank loans and interest rates from interbank payments - an evaluation," Working Paper 2013/26, Norges Bank.
    4. Abbassi, Puriya & Bräuning, Falk & Schulze, Niels, 2017. "Bargaining power and outside options in the interbank lending market," Discussion Papers 31/2017, Deutsche Bundesbank.
    5. Edoardo Rainone, 2015. "Testing information diffusion in the decentralized unsecured market for euro funds," Temi di discussione (Economic working papers) 1022, Bank of Italy, Economic Research and International Relations Area.
    6. Silvia Gabrieli and Co-Pierre Georg, 2015. "A Network View on Interbank Market Freezes," Working Papers 488, Economic Research Southern Africa.
    7. Leon Rincon, C.E. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Discussion Paper 2015-029, Tilburg University, Center for Economic Research.
    8. Georg, Co-Pierre, 2014. "Contagious herding and endogenous network formation in financial networks," Discussion Papers 23/2014, Deutsche Bundesbank.
    9. Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org, revised Dec 2014.
    10. A. Bernales & M. di Filippo, 2016. "The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending," Working papers 598, Banque de France.
    11. Tölö, Eero & Jokivuolle, Esa & Virén, Matti, 2014. "Do private signals of a bank s creditworthiness predict the bank s CDS price? : Evidence from the Eurosystem's overnight loan rates," Research Discussion Papers 9/2014, Bank of Finland.
    12. Ivan Alves & Stijn Ferrari & Pietro Franchini & Jean-Cyprien Heam & Pavol Jurca & Sam Langfield & Sebastiano Laviola & Franka Liedorp & Antonio Sánchez & Santiago Tavolaro & Guillaume Vuillemey, 2013. "The structure and resilience of the European interbank market," ESRB Occasional Paper Series 03, European Systemic Risk Board.
    13. Iori Giulia & Kapar Burcu & Olmo Jose, 2015. "Bank characteristics and the interbank money market: a distributional approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 249-283, June.
    14. S. Gabrieli & D. Salakhova & G. Vuillemey, 2015. "Cross-border interbank contagion in the European banking sector," Working papers 545, Banque de France.
    15. Sam Langfield & Kimmo Soramäki, 2016. "Interbank Exposure Networks," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 3-17, January.
    16. Tölö, Eero & Jokivuolle, Esa & Virén, Matti, 2017. "Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem," Journal of Financial Intermediation, Elsevier, vol. 31(C), pages 93-106.
    17. Bernardo Bravo-Benitez & Biliana Alexandrova-Kabadjova & Serafin Martinez-Jaramillo, 2016. "Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 19-47, January.
    18. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 288-303.
    19. Lewis, Vivien & Roth, Markus, 2019. "The financial market effects of the ECB's asset purchase programs," Journal of Financial Stability, Elsevier, vol. 43(C), pages 40-52.
    20. Raddant, Matthias, 2012. "Structure in the Italian overnight loan market," Kiel Working Papers 1772, Kiel Institute for the World Economy (IfW).
    21. Ronald Heijmans & Chen Zhou, 2019. "Outlier detection in TARGET2 risk indicators," DNB Working Papers 624, Netherlands Central Bank, Research Department.
    22. Puriya Abbassi & Falk Bräuning & Falko Fecht & José-Luis Peydró, 2017. "International financial integration, crises and monetary policy: evidence from the Euro area interbank crises," Economics Working Papers 1566, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2018.
    23. Edoardo Rainone, 2015. "Price transmission in the unsecured money market," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39 Bank for International Settlements.
    24. Toni Ahnert & Co-Pierre Georg & Gideon DuRand, 2019. "Anticipated Financial Contagion," 2019 Meeting Papers 1312, Society for Economic Dynamics.
    25. Ronald Heijmans & Richard Heuver & Clement Levallois & Iman van Lelyveld, 2014. "Dynamic visualization of large transaction networks: the daily Dutch overnight money market," DNB Working Papers 418, Netherlands Central Bank, Research Department.
    26. Susanna Saroyan & Lilit Popoyan, 2017. "Bank-sovereign ties against interbank market integration: the case of the Italian segment," LEM Papers Series 2017/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    27. Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
    28. Sofia Saldanha, 2016. "The unsecured interbank money market: A description of the Portuguese case," Working Papers w201615, Banco de Portugal, Economics and Research Department.
    29. Ronald Heijmans & Richard Heuver & Zion Gorgi, 2016. "How to monitor the exit from the Eurosystem's unconventional monetary policy: Is EONIA dead and gone?," DNB Working Papers 504, Netherlands Central Bank, Research Department.
    30. Armantier, Olivier & Copeland, Adam, 2015. "Challenges in identifying interbank loans," Economic Policy Review, Federal Reserve Bank of New York, issue 21-1, pages 1-17.
    31. Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Working papers 687, Banque de France.
    32. Olivier Brossard & Susanna Saroyan, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Post-Print hal-01293693, HAL.
    33. Ronald Heijmans & Lola Hernández & Richard Heuver, 2013. "Determinants of the rate of the Dutch unsecured overnight money market," DNB Working Papers 374, Netherlands Central Bank, Research Department.
    34. Tölö, Eero & Jokivuolle, Esa & Virén, Matti, 2015. "Are too-big-to-fail banks history in Europe? Evidence from overnight interbank loans," Research Discussion Papers 29/2015, Bank of Finland.
    35. Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Martínez Jaramillo, Serafín & Lee, Hwayun & Molina-Borboa, José Lu, 2017. "The missing links: A global study on uncovering financial network structures from partial data," ESRB Working Paper Series 51, European Systemic Risk Board.
    36. Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone, 2016. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 32-47.
    37. Carla Soares & Ana Sofia Saldanha, 2015. "The Portuguese money market throughout the crisis: What was the impact of ECB liquidity provision?," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    38. Edoardo Rainone & Francesco Vacirca, 2016. "Estimating the money market microstructure with negative and zero interest rates," Temi di discussione (Economic working papers) 1059, Bank of Italy, Economic Research and International Relations Area.
    39. Anthony Brassil & Helen Hughson & Mark McManus, 2016. "Identifying Interbank Loans from Payments Data," RBA Research Discussion Papers rdp2016-11, Reserve Bank of Australia.
    40. Nicholas Garvin, 2018. "Identifying Repo Market Microstructure from Securities Transactions Data," RBA Research Discussion Papers rdp2018-09, Reserve Bank of Australia.
    41. Richard Heuver & Ron TriepelsTriepels, 2019. "Liquidity stress detection in the European banking sector," DNB Working Papers 642, Netherlands Central Bank, Research Department.
    42. Heider, Florian & Garcia-de-Andoain, Carlos & Frutos de Andres, Juan Carlos & Papsdorf, Patrick, 2016. "Stressed interbank markets: evidence from the European financial and sovereign debt crisis," Working Paper Series 1925, European Central Bank.

  4. Ronald Heijmans & Richard Heuver & Daniëlle Walraven, 2011. "Monitoring the unsecured interbank money market using TARGET2 data," DNB Working Papers 276, Netherlands Central Bank, Research Department.

    Cited by:

    1. Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2013. "How to measure the unsecured money market? The Eurosystem's implementation and validation using TARGET2 data," DNB Working Papers 369, Netherlands Central Bank, Research Department.
    2. Blasques, Francisco & Brauning, Falk & Lelyveld, Iman Van, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
    3. Leon Rincon, C.E. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Discussion Paper 2015-029, Tilburg University, Center for Economic Research.
    4. Ronald Heijmans & Richard Heuver, 2011. "Is this bank ill? The diagnosis of doctor TARGET2," DNB Working Papers 316, Netherlands Central Bank, Research Department.
    5. Iori Giulia & Kapar Burcu & Olmo Jose, 2015. "Bank characteristics and the interbank money market: a distributional approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 249-283, June.
    6. I Kadek Dian Sutrisna Artha & Jakob de Haan, 2011. "Labor Market Flexibility and the Impact of the Financial Crisis," DNB Working Papers 280, Netherlands Central Bank, Research Department.
    7. Clemens Bonner & Sylvester C. W. Eijffinger, 2016. "The Impact of Liquidity Regulation on Bank Intermediation," Review of Finance, European Finance Association, vol. 20(5), pages 1945-1979.
    8. Sam Langfield & Kimmo Soramäki, 2016. "Interbank Exposure Networks," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 3-17, January.
    9. Falk Bräuning & Falko Fecht, 2017. "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
    10. Ronald Heijmans & Richard Heuver & Clement Levallois & Iman van Lelyveld, 2014. "Dynamic visualization of large transaction networks: the daily Dutch overnight money market," DNB Working Papers 418, Netherlands Central Bank, Research Department.
    11. Jakob de Haan & Fabian Amtenbrink, 2011. "Credit Rating Agencies," DNB Working Papers 278, Netherlands Central Bank, Research Department.
      • Jakob De Haan & Fabian Amtenbrink, 2011. "Credit Rating Agencies," Chapters,in: Handbook of Central Banking, Financial Regulation and Supervision, chapter 19 Edward Elgar Publishing.
    12. Seungjin Baek & Kimmo Soramäki & Jaeho Yoon, 2014. "Network Indicators for Monitoring Intraday Liquidity in BOK-Wire+," Working Papers 2014-1, Economic Research Institute, Bank of Korea.
    13. Sofia Saldanha, 2016. "The unsecured interbank money market: A description of the Portuguese case," Working Papers w201615, Banco de Portugal, Economics and Research Department.
    14. Ronald Heijmans & Richard Heuver & Zion Gorgi, 2016. "How to monitor the exit from the Eurosystem's unconventional monetary policy: Is EONIA dead and gone?," DNB Working Papers 504, Netherlands Central Bank, Research Department.
    15. Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2014. "How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data," Questioni di Economia e Finanza (Occasional Papers) 215, Bank of Italy, Economic Research and International Relations Area.
    16. Clemens Bonner & Sylvester Eijffinger, 2012. "The Impact of the LCR on the Interbank Money Market," DNB Working Papers 364, Netherlands Central Bank, Research Department.
    17. Alexius, Annika & Birenstam, Helene & Eklund, Johanna, 2014. "The interbank market risk premium, central bank interventions, and measures of market liquidity," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 202-217.
    18. Ronald Heijmans & Lola Hernández & Richard Heuver, 2013. "Determinants of the rate of the Dutch unsecured overnight money market," DNB Working Papers 374, Netherlands Central Bank, Research Department.
    19. Miguel Sarmiento, 2019. "The Impact of Exogenous Liquidity Shocks on Banks Funding Costs: Microevidence from the Unsecured Interbank Market," IHEID Working Papers 01-2019, Economics Section, The Graduate Institute of International Studies.
    20. Kovner, Anna & Skeie, David R., 2013. "Evaluating the quality of fed funds lending estimates produced from Fedwire payments data," Staff Reports 629, Federal Reserve Bank of New York.
    21. Carla Soares & Ana Sofia Saldanha, 2015. "The Portuguese money market throughout the crisis: What was the impact of ECB liquidity provision?," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    22. Galbiati, Marco & Soramäki, Kimmo, 2012. "Clearing networks," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 609-626.
    23. Kuo, Dennis & Skeie, David R. & Vickery, James & Youle, Thomas, 2013. "Identifying term interbank loans from Fedwire payments data," Staff Reports 603, Federal Reserve Bank of New York, revised 01 Aug 2014.
    24. Anthony Brassil & Helen Hughson & Mark McManus, 2016. "Identifying Interbank Loans from Payments Data," RBA Research Discussion Papers rdp2016-11, Reserve Bank of Australia.

  5. Ronald Heijmans & Richard Heuver, 2011. "Is this bank ill? The diagnosis of doctor TARGET2," DNB Working Papers 316, Netherlands Central Bank, Research Department.

    Cited by:

    1. Triepels, Ron & Daniels, Hennie, 2016. "A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions," Discussion Paper 2016-037, Tilburg University, Center for Economic Research.
    2. Fasianos, Apostolos & Lydon, Reamonn & McIndoe-Calder, Tara, 2017. "The Balancing Act: Household Indebtedness Over the Lifecycle," Quarterly Bulletin Articles, Central Bank of Ireland, pages 46-61, April.
    3. Ronald Heijmans & Chen Zhou, 2019. "Outlier detection in TARGET2 risk indicators," DNB Working Papers 624, Netherlands Central Bank, Research Department.
    4. Laine, Tatu & Nummelin, Tuomas & Snellman, Heli, 2011. "Combining liquidity usage and interest rates on overnight loans : an oversight indicator," Research Discussion Papers 23/2011, Bank of Finland.
    5. O. de Bandt & J.-C. Héam & C. Labonne & S. Tavolaro, 2013. "Measuring Systemic Risk in a Post-Crisis World," Débats économiques et financiers 6, Banque de France.
    6. Ronald Heijmans & Richard Heuver & Clement Levallois & Iman van Lelyveld, 2014. "Dynamic visualization of large transaction networks: the daily Dutch overnight money market," DNB Working Papers 418, Netherlands Central Bank, Research Department.
    7. Peter Heemeijer & Ronald Heijmans, 2015. "Central bank intervention in large value payment systems: An experimental approach," DNB Working Papers 466, Netherlands Central Bank, Research Department.
    8. Ryan, Ellen, 2017. "The Role of Macroprudential Indicators in Monitoring Systemic Risk and Setting Policy," Quarterly Bulletin Articles, Central Bank of Ireland, pages 62-80, April.
    9. B. Craig & D. Salakhova & M. Saldias, 2018. "Payments delay: propagation and punishment," Working papers 671, Banque de France.
    10. Downey, Claire & Lyons, Paul & O'Malley, Terry, 2017. "Monitoring Ireland’s Payments using TARGET2," Quarterly Bulletin Articles, Central Bank of Ireland, pages 81-95, April.

More information

Research fields, statistics, top rankings, if available.

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 6 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) 2011-02-05 2011-09-16 2013-01-26 2014-04-18 2014-05-09. Author is listed
  2. NEP-EEC: European Economics (5) 2011-02-05 2011-09-16 2013-01-26 2013-03-30 2014-05-09. Author is listed
  3. NEP-MAC: Macroeconomics (4) 2011-02-05 2013-01-26 2013-03-30 2014-05-09. Author is listed
  4. NEP-MON: Monetary Economics (4) 2011-02-05 2013-01-26 2013-03-30 2014-05-09. Author is listed
  5. NEP-CMP: Computational Economics (2) 2011-02-05 2011-09-16. Author is listed
  6. NEP-CBA: Central Banking (1) 2011-02-05
  7. NEP-CFN: Corporate Finance (1) 2014-04-18
  8. NEP-ICT: Information & Communication Technologies (1) 2014-04-18

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