Jan Willem van den End

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Jan Willem van den End

Economics and Research Division
Phone +31 20 5242834
E-mail: Jan Willem van den End 

Short Bio

Previously affiliated to the Nederlandsche Credietverzekering Maatschappij (1994-2001). Joined DNB in 2001 as economist at the Financial Stability division and is currently senior economist in the Economics and Research division.

Education

2011 – Ph.D. Economics, University of Groningen
2009 – FRM, Global Association of Risk Professionals
1994 – M.Sc. Economics, Free University, Amsterdam

Research interests

  • Monetary transmission
  • Financial stability
  • Financial institutions

Working papers

See my Repec page

Publications in refereed journals

Jan Willem van den End (2019), Applying complexity theory to interest rates: Evidence of critical transitions in the euro area, Credit and Capital Markets, 52(1). Download

Jan Willem van den End (2018), Diminishing returns of QE from portfolio rebalancing, The Journal of Investing, 27(4), 106-111. Download

Jan Willem van den End, Maria Demertzis en Yakov Ben-Haim (2018), Evaluating monetary policy rules under fundamental uncertainty: an info-gap approach, Economic Modelling, 73, 55-70. Download

Marco Hoeberichts and Jan Willem van den End (2018), Low real rates as driver of secular stagnation: empirical assessment, Japan and the World Economy 46, 29-40. Download

Leo de Haan and Jan Willem van den End (2018), The signalling content of asset prices for inflation: Implications for Quantitative Easing, Economic Systems, 42(1), 45-63. Download

Jan Willem van den End and Christiaan Pattipeilohy (2017), Central bank balance sheet policies and inflation expectations, Open Economies Review 28(3), 499–522. Download

Leo de Haan, Jan Willem van den End and Philip Vermeulen (2017), Lenders on the storm of wholesale funding shocks: Saved by the central bank?, Applied Economics 49(46), 4679-4703. Download

Jan Willem van den End (2016), A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio, European Journal of Finance 22(3), 237-253. Download

Jan Willem van den End, Jakob de Haan, Ide Kearney (2015), Quantitative easing (QE) in the Euro area, ZSE Zeitschrift für Staats- und Europawissenschaften 13, 87-98. Download

Jan Willem van den End (2015), Quantitative easing tilts the balance between monetary and macroprudential policy, Applied Economics Letters 23(10), 743-746. Download

Leo de Haan, Jeroen Hessel and Jan Willem van den End (2014), Are European sovereign bonds fairly priced? The role of modelling uncertainty, Journal of International Money and Finance 47, 239-267. Download

Jan Willem van den End (2014), The break-down of the money multiplier at the zero lower bound, Applied Economics Letters 21(13), 875-877. Download

Leo de Haan and Jan Willem van den End (2013), Bank liquidity, the maturity ladder, and regulation, Journal of Banking and Finance 37(10), 3930-3950. Download

Leo de Haan and Jan Willem van den End (2013), Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales, Journal of International Financial Markets, Institutions & Money 26, 152-174. Download

Jan Willem van den End (2013), Statistical evidence on the mean reversion of interest rates, The Journal of Investment Strategies 2(3), 91-122. Download

Jan Willem van den End and Mark Kruidhof (2013), Modelling the liquidity ratio as macroprudential instrument, Journal of Banking Regulation 14(2), 91-106. Download

Jan Willem van den End (2012), Liquidity stress-tester: do Basel III and unconventional monetary policy work?, Applied Financial Economics 22(15), 1233-1257. Download

Jan Willem van den End and Mostafa Tabbae (2012), When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour, Journal of Financial Stability 8(2), 107-120. Download

Jan Willem van den End (2010), Liquidity Stress-Tester: A Model for stress-testing banks' liquidity risk, CESifo Economic Studies 56(1), 38-69. Download

Jan Kakes and Jan Willem van den End (2004), Do stock prices affect house prices? Evidence for the Netherlands, Applied Economics Letters 11(12), 741-744. Download

Publications in books

Jan Willem van den End, Iman van Lelyveld and Stefan W. Schmitz (2015), Putting liquidity risk management into a wider context, in: C. Bonner, P. Hilbers and I. Van Lelyveld (eds.), Managing Liquidity Risk: The LCR and Beyond, Risk books, 215-238. Download

Jan Willem van den End (2014), Financial cycles and macroprudential policy, in: E. Nowotny, D. Ritzberger-Grünwald and P. Backé (eds.), Financial Cycles and the Real Economy: Lessons for CESEE Countries, Edward Elgar, 293-301. Download

Jakob de Haan, Jan Willem van den End, Christiaan Pattipeilohy, Mostafa Tabbae and Jon Frost (2013), Unconventional monetary policy of the ECB during the financial crisis: An assessment and new evidence, in: SUERF 50th Anniversary volume, 50 Years of Money and Finance - Lessons and Challenges, Larcier Group, 117-155. Download  

Jan Willem van den End (2011), Credit and liquidity risk of banks in stress conditions: Analyses from a macro perspective, Nextprint. Download  

Peter van Els, Jan Willem van den End and Maarten van Rooij (2005),Financial behaviour of Dutch households: analysis of the DNB Household Survey 2003, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, 22, 21-39. Download

Other publications

See my publications in Economische Statistische Berichten
 

Latest update: December 2018