Michiel van de Leur
Personal Details
First Name: | Michiel |
Middle Name: | |
Last Name: | van de Leur |
Suffix: | |
RePEc Short-ID: | pva824 |
| |
Terminal Degree: | 2014 (from RePEc Genealogy) |
Research output
Jump to: Working papers ArticlesWorking papers
- Wolski, Marcin & van de Leur, Michiel, 2016.
"Interbank loans, collateral and modern monetary policy,"
Working Paper Series
1959, European Central Bank.
- Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 388-416.
- Michiel C.W. van de Leur & Andre Lucas, 2016.
"Network, Market, and Book-Based Systemic Risk Rankings,"
Tinbergen Institute Discussion Papers
16-074/IV, Tinbergen Institute.
- van de Leur, Michiel C.W. & Lucas, André & Seeger, Norman J., 2017. "Network, market, and book-based systemic risk rankings," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 84-90.
Articles
- van de Leur, Michiel C.W. & Lucas, André & Seeger, Norman J., 2017.
"Network, market, and book-based systemic risk rankings,"
Journal of Banking & Finance, Elsevier, vol. 78(C), pages 84-90.
- Michiel C.W. van de Leur & Andre Lucas, 2016. "Network, Market, and Book-Based Systemic Risk Rankings," Tinbergen Institute Discussion Papers 16-074/IV, Tinbergen Institute.
- Wolski, Marcin & van de Leur, Michiel, 2016.
"Interbank loans, collateral and modern monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 388-416.
- Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
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
- Wolski, Marcin & van de Leur, Michiel, 2016.
"Interbank loans, collateral and modern monetary policy,"
Working Paper Series
1959, European Central Bank.
- Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 388-416.
Cited by:
- Otto, Christian & Willner, Sven Norman & Wenz, Leonie & Frieler, Katja & Levermann, Anders, 2017. "Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate," OSF Preprints 7yyhd, Center for Open Science.
- Reale, Jessica, 2024. "Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Otto, C. & Willner, S.N. & Wenz, L. & Frieler, K. & Levermann, A., 2017. "Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 232-269.
- Kimundi, Gillian, 2022. "COVID-19, policy interventions, credit vulnerabilities and financial (in)stability," KBA Centre for Research on Financial Markets and Policy Working Paper Series 62, Kenya Bankers Association (KBA).
- Alexey Ponomarenko & Andrey Sinyakov, 2017. "Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling," Bank of Russia Working Paper Series wps37, Bank of Russia.
- Yan, Guan & Liu, Zhidong, 2023. "Interconnectedness of financial institutions based on pledged shares in China," Finance Research Letters, Elsevier, vol. 57(C).
- Kuhla, Kilian & Willner, Sven N & Otto, Christian & Levermann, Anders, 2023. "Resilience of international trade to typhoon-related supply disruptions," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Jessica Reale, 2023. "Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach," Papers 2306.05860, arXiv.org.
- Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
- Michiel C.W. van de Leur & Andre Lucas, 2016.
"Network, Market, and Book-Based Systemic Risk Rankings,"
Tinbergen Institute Discussion Papers
16-074/IV, Tinbergen Institute.
- van de Leur, Michiel C.W. & Lucas, André & Seeger, Norman J., 2017. "Network, market, and book-based systemic risk rankings," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 84-90.
Cited by:
- Zhang, Xingmin & Zhang, Shuai & Lu, Liping, 2022. "The banking instability and climate change: Evidence from China," Energy Economics, Elsevier, vol. 106(C).
- Chen, Muzi & Li, Nan & Zheng, Lifen & Huang, Difang & Wu, Boyao, 2022. "Dynamic correlation of market connectivity, risk spillover and abnormal volatility in stock price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 587(C).
- Zhang, Ping & Yin, Shiqi & Sha, Yezhou, 2023. "Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu & Tunaru, Radu, 2022.
"Risk spillovers and interconnectedness between systemically important institutions,"
Journal of Financial Stability, Elsevier, vol. 58(C).
- Alin Marius Andries & Steven Ongena & Nicu Sprincean & Radu Tunaru, 2020. "Risk Spillovers and Interconnectedness between Systemically Important Institutions," Swiss Finance Institute Research Paper Series 20-40, Swiss Finance Institute.
- Jean-Baptiste Hasse, 2020. "Systemic Risk: a Network Approach," Working Papers halshs-02893780, HAL.
- He, Chengying & Wen, Zhang & Huang, Ke & Ji, Xiaoqin, 2022. "Sudden shock and stock market network structure characteristics: A comparison of past crisis events," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
- Tian, Sihua & Li, Shaofang & Gu, Qinen, 2023. "Measurement and contagion modelling of systemic risk in China's financial sectors: Evidence for functional data analysis and complex network," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019.
"The changing network of financial market linkages: The Asian experience,"
International Review of Financial Analysis, Elsevier, vol. 64(C), pages 71-92.
- Dungey, Mardi & Chowdhury, Biplob & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series 558, Asian Development Bank.
- Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The changing network of financial market linkages: the Asian experience," Working Papers 2018-05, University of Tasmania, Tasmanian School of Business and Economics.
- Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers id:12924, eSocialSciences.
- Wang, Gang-Jin & Jiang, Zhi-Qiang & Lin, Min & Xie, Chi & Stanley, H. Eugene, 2018. "Interconnectedness and systemic risk of China's financial institutions," Emerging Markets Review, Elsevier, vol. 35(C), pages 1-18.
- Duan, Yuejiao & El Ghoul, Sadok & Guedhami, Omrane & Li, Haoran & Li, Xinming, 2021. "Bank systemic risk around COVID-19: A cross-country analysis," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Jean-Baptiste Hasse, 2022.
"Systemic risk: a network approach,"
Post-Print
hal-03740283, HAL.
- Jean-Baptiste Hasse, 2022. "Systemic risk: a network approach," Empirical Economics, Springer, vol. 63(1), pages 313-344, July.
- Jean-Baptiste Hasse, 2020. "Systemic Risk: a Network Approach," AMSE Working Papers 2025, Aix-Marseille School of Economics, France.
- Dungey, Mardi & Luciani, Matteo & Veredas, David, 2018. "Systemic risk in the US: Interconnectedness as a circuit breaker," Economic Modelling, Elsevier, vol. 71(C), pages 305-315.
- Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017.
"Signed spillover effects building on historical decompositions,"
Working Papers
2017-11, University of Tasmania, Tasmanian School of Business and Economics.
- Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017. "Signed spillover effects building on historical decompositions," CAMA Working Papers 2017-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Harvey, John & Volkov, Vladimir, 2017.
"The changing international network of sovereign debt and financial institutions,"
Working Papers
2017-04, University of Tasmania, Tasmanian School of Business and Economics.
- Dungey, Mardi & Harvey, John & Volkov, Vladimir, 2019. "The changing international network of sovereign debt and financial institutions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 60(C), pages 149-168.
- Linhai Zhao & Yingjie Li & Yenchun Jim Wu, 2022. "An Identification Algorithm of Systemically Important Financial Institutions Based on Adjacency Information Entropy," Computational Economics, Springer;Society for Computational Economics, vol. 59(4), pages 1735-1753, April.
- Jin, Justin Y. & Ma, Mary L.Z. & Song, Victor & Guo, Mengyang, 2021. "Banks’ loan charge-offs and macro-level risk," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- Yevgeny V. POPOV, 2018. "Economic Sociotronics of the 21st Century," Upravlenets, Ural State University of Economics, vol. 9(2), pages 2-5, April.
- Ahmad, Wasim & Tiwari, Shiv Ratan & Wadhwani, Akshay & Khan, Mohammad Azeem & Bekiros, Stelios, 2023. "Financial networks and systemic risk vulnerabilities: A tale of Indian banks," Research in International Business and Finance, Elsevier, vol. 65(C).
- Muzi Chen & Nan Li & Lifen Zheng & Difang Huang & Boyao Wu, 2024. "Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price," Papers 2403.19363, arXiv.org.
Articles
- van de Leur, Michiel C.W. & Lucas, André & Seeger, Norman J., 2017.
"Network, market, and book-based systemic risk rankings,"
Journal of Banking & Finance, Elsevier, vol. 78(C), pages 84-90.
See citations under working paper version above.
- Michiel C.W. van de Leur & Andre Lucas, 2016. "Network, Market, and Book-Based Systemic Risk Rankings," Tinbergen Institute Discussion Papers 16-074/IV, Tinbergen Institute.
- Wolski, Marcin & van de Leur, Michiel, 2016.
"Interbank loans, collateral and modern monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 388-416.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
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 2 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.- NEP-BAN: Banking (2) 2016-09-11 2016-10-02. Author is listed
- NEP-NET: Network Economics (2) 2016-09-11 2016-10-02. Author is listed
- NEP-CMP: Computational Economics (1) 2016-10-02. Author is listed
- NEP-FMK: Financial Markets (1) 2016-09-11. Author is listed
- NEP-RMG: Risk Management (1) 2016-09-11. Author is listed
Corrections
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