9
H index
7
i10 index
338
Citations
Vrije Universiteit Amsterdam (80% share) | 9 H index 7 i10 index 338 Citations RESEARCH PRODUCTION: 11 Articles 16 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Maarten R.C. van Oordt. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 2 |
Journal of Money, Credit and Banking | 2 |
Working Papers Series with more than one paper published | # docs |
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Staff Working Papers / Bank of Canada | 9 |
Tinbergen Institute Discussion Papers / Tinbergen Institute | 3 |
Staff Analytical Notes / Bank of Canada | 3 |
Year | Title of citing document |
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2024 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper |
2024 | Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). Palmer, Samuel ; Priazhkina, Sofia ; Skavysh, Vladimir ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17. Full description at Econpapers || Download paper |
2024 | Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-46. Full description at Econpapers || Download paper |
2024 | Monetary Policy Transmission Through Shadow and Traditional Banks. (2024). Izumi, Ryuichiro ; Cheng, Yuteng. In: Staff Working Papers. RePEc:bca:bocawp:24-9. Full description at Econpapers || Download paper |
2024 | CBDC and the banking system. (2024). Ferrero, Giuseppe ; Branzoli, Nicola ; Rainone, Edoardo ; Palazzo, Francesco ; Ilari, Antonio ; Auer, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_829_24. Full description at Econpapers || Download paper |
2024 | Nothing to hide? Gender and age differences in the willingness to share data. (2024). Shue, Kelly ; Fuster, Andreas ; Frost, Jon ; Doerr, Sebastian ; Armantier, Olivier. In: BIS Working Papers. RePEc:bis:biswps:1187. Full description at Econpapers || Download paper |
2024 | Calibrating the countercyclical capital buffer using AUROCs. (2024). Bologna, Pierluigi ; Galardo, Maddalena. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12230. Full description at Econpapers || Download paper |
2024 | Money and Banking with Reserves and CBDC. (2024). Niepelt, Dirk. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2505-2552. Full description at Econpapers || Download paper |
2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042. Full description at Econpapers || Download paper |
2024 | Identifying barriers and interagency solutions to meeting the needs of families experiencing intimate partner violence (IPV): Home visiting and IPV agency perspectives. (2024). Wang, XI ; Garcia, Stephanie M ; Cronholm, Peter F ; Matone, Meredith ; Ofori-Agyekum, Malkia Singleton ; Kellom, Katherine S ; Tooher, Elizabeth ; Pride, Elizabeth. In: Children and Youth Services Review. RePEc:eee:cysrev:v:163:y:2024:i:c:s0190740924003219. Full description at Econpapers || Download paper< |
2024 | Economic hardship and the role of cost in childcare decisions: An exploratory study. (2024). Ronnenberg, Megan M ; Conrad, Aislinn R. In: Children and Youth Services Review. RePEc:eee:cysrev:v:163:y:2024:i:c:s0190740924003335. Full description at Econpapers || Download paper |
2024 | Enforcement actions and systemic risk. (2024). Lee, Chien-Chiang ; Tian, Yiming ; Zhang, Xiaoming. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000104. Full description at Econpapers || Download paper |
2024 | Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350. Full description at Econpapers || Download paper |
2024 | Central bank digital currencies: A critical review. (2024). Urquhart, Andrew ; Marra, Miriam ; Dionysopoulos, Lambis. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005471. Full description at Econpapers || Download paper |
2024 | Environmental policy stringency and bank risks: Does green economy matter?. (2024). Lee, Chien-Chiang ; Hong, Pei-Hsuan ; Wang, Chih-Wei ; Lin, Weizheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005562. Full description at Econpapers || Download paper |
2024 | Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?. (2024). Podhorsky, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000905. Full description at Econpapers || Download paper |
2024 | Examining the impact of a central bank digital currency on the access to banking. (2024). Treku, Daniel N ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001522. Full description at Econpapers || Download paper |
2024 | Cryptocurrency anomalies and economic constraints. (2024). Zaremba, Adam ; Liedtke, Gerrit ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509. Full description at Econpapers || Download paper |
2024 | Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Li, Sijing ; Deng, Yuanyue. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248. Full description at Econpapers || Download paper |
2024 | The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises. (2024). Li, Jixin ; Xu, Jietian ; Liu, Liping. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004690. Full description at Econpapers || Download paper |
2024 | Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x. Full description at Econpapers || Download paper |
2024 | Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200. Full description at Econpapers || Download paper |
2024 | Portfolio optimization by enhanced LinUCB. (2024). Guo, Xingjian ; Mirza, Sultan Sikandar ; Zhang, Qin ; Ni, HE. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012959. Full description at Econpapers || Download paper |
2024 | Extreme illiquidity and cross-sectional corporate bond returns. (2024). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132. Full description at Econpapers || Download paper |
2024 | A simple model of a central bank digital currency. (2024). Prasad, Eswar ; Mishra, Bineet. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000676. Full description at Econpapers || Download paper |
2024 | Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets. (2024). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Karpetis, Christos ; Raftis, Achilleas. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028324000048. Full description at Econpapers || Download paper |
2024 | International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725. Full description at Econpapers || Download paper |
2024 | Consumer perceived risk of using autonomous retail technology. (2024). Sohn, Stefanie. In: Journal of Business Research. RePEc:eee:jbrese:v:171:y:2024:i:c:s0148296323007488. Full description at Econpapers || Download paper |
2024 | Political freedom and financial inclusion: Unraveling social trust and political rent-seeking. (2024). Bu, Ziwen ; Ding, Yibing ; Ma, Yechi ; Li, Suyang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:46-65. Full description at Econpapers || Download paper |
2024 | Miner competition and transaction fees. (2024). Rajapaksa, Danusha ; Shao, Enchuan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:227:y:2024:i:c:s0167268124003500. Full description at Econpapers || Download paper |
2024 | Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x. Full description at Econpapers || Download paper |
2024 | Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Yuan, Yan ; Wang, Yanru ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172. Full description at Econpapers || Download paper |
2024 | Production efficiency of internet-only banks and conventional banks: Evidence from China and Japan. (2024). Huang, Shian-Chang ; Chen, Kuan-Chieh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400371x. Full description at Econpapers || Download paper |
2024 | Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654. Full description at Econpapers || Download paper |
2024 | The environmental, social, and governance (ESG) aspects of Bitcoin. (2024). Urquhart, Andrew. In: Chapters. RePEc:elg:eechap:22115_15. Full description at Econpapers || Download paper |
2024 | Corporate Governance and Employee Productivity: Evidence from Jordan. (2024). Bastida, Francisco ; Ajlouni, Abdullah ; Nurunnabi, Mohammad. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:4:p:97-:d:1487574. Full description at Econpapers || Download paper |
2024 | Unveiling the Impact of Payment Methods on Consumer Behavior: Insights and Future Directions. (2024). Wang, Manlin ; Cheng, LU ; Tan, Yulin ; Ma, Qingguo. In: OSF Preprints. RePEc:osf:osfxxx:3fphk_v1. Full description at Econpapers || Download paper |
2024 | Consumer Perceptions and Willingness to Adopt rCBDCs Before and After the e-HKD Pilot. (2024). Guo, Haicheng ; Jin, Siyuan ; Kawaguchi, Kohei ; Carreras, Marc Dordal. In: SocArXiv. RePEc:osf:socarx:vhktj_v1. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2016 | Estimating Systematic Risk Under Extremely Adverse Market Conditions In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
2019 | Estimating Systematic Risk under Extremely Adverse Market Conditions.(2019) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2016 | Timing of Banks’ Loan Loss Provisioning During the Crisis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Timing of banks’ loan loss provisioning during the crisis.(2018) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2016 | On the Value of Virtual Currencies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 53 |
2020 | On the Value of Virtual Currencies.(2020) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2017 | Credit Risk Transfer and Bank Insolvency Risk In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests In: Staff Working Papers. [Full Text][Citation analysis] | paper | 4 |
2023 | Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests.(2023) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2019 | Entrepreneurial Incentives and the Role of Initial Coin Offerings In: Staff Working Papers. [Full Text][Citation analysis] | paper | 21 |
2019 | Systemic Privacy as a Public Good: A Case for Electronic Cash In: Staff Working Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
2023 | Why Fixed Costs Matter for Proof-of-Work–Based Cryptocurrencies.(2023) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2021 | Best Before? Expiring Central Bank Digital Currency and Loss Recovery In: Staff Working Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 2 |
2017 | Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
2018 | Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 1 |
2023 | The Crypto Multiplier In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Systematic Tail Risk In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 55 |
2012 | The simple econometrics of tail dependence In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
2012 | Bank profitability during recessions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 86 |
2014 | Securitization and the dark side of diversification In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 12 |
2022 | The emerging autonomy-stability choice for stablecoins In: Chapters. [Full Text][Citation analysis] | chapter | 1 |
2022 | The Emerging Autonomy€“Stability Choice for Stablecoins In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | The Demand for Programmable Payments In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2024 | On Bubbles in Cryptocurrency Prices In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Privacy as a Public Good: A Case for Electronic Cash In: Journal of Political Economy. [Full Text][Citation analysis] | article | 39 |
2019 | Systemic risk and bank business models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 21 |
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