Published articles - 2011

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A new approach to measuring competition in the loan markets of the euro area
Jacob Bikker, Christoffer Kok Sorensen, Michiel van Leuvensteijn and Adrian Van Rixtel
Applied Economics, 2011, 43, 3155-3167
Capital regulation and tail risk
Enrico Perotti, Lev Ratnovski and Razvan Vlahu
International Journal of Central Banking, 2011, 7(4), 123-163
Financial literacy and stock market participation
Van Rooij, M.C.J., A. Lusardi and R. Alessie
Journal of Financial Economics, 2011, 101(2), 449-472
Financial literacy and retirement planning in the Netherlands
Van Rooij, M.C.J., A. Lusardi and R.J.M. Alessie
Journal of Economic Psychology, 2011, 32, 593-608
A utility-based comparison of pension funds and life insurance companies under regulatory constraints
Dirk Broeders, An Chen and Birgit Koos
Insurance: Mathematics and Economics, 2011, 49(1), 1-10
Forecasting the fragility of the banking and insurance sector
Pick, A. and K. Bernoth
Journal of Banking and Finance, 2011, 35(4), 807-818
Extreme residual dependence for random vectors and processes: with an application to systemic risk of banking system
C. Zhou and L. de Haan
Advances in Applied Probability, 2011, 43(1), 217-242
Variable selection, estimation and inference in multiperiod forecasting problems
Pick, A., M. Hashem Pesaran and A. Timmermann
Journal of Econometrics, 2011, 164(1), 173-187
Does the Clarity of Central Bank Communication Affect Volatility in Financial Markets?
Jansen, D.
Contemporary Economic Policy, 2011, 29(4), 494-509
Stock market expectations of Dutch households
Hurd, M., M.C.J. van Rooij, and J. Winter
Journal of Applied Econometrics, 2011, 26(3), 416-436
Communication in a monetary policy committee
Berk, J.M. and B.K. Bierut
European Journal of Political Economy, 2011, 27(4), 791-801
Public debt managers' behaviour: Interactions with macro policies
Lex Hoogduin, Bahar Öztürk and Peter Wierts
Revue Economique, 2011, 62(6), 1105-1122
Time-variation in term premia: International survey-based evidence
Ron Jongen, Willem Verschoor and Christian Wolff
Journal of International Money and Finance, 2011, 30(4), 605-622
Urban Growth and Uninsured Rural Risk: Booming Towns in Bust Times
Poelhekke, S.
Journal of Development Economics, 2011, 96(2), 461-475
Price level convergence and regional Phillips curves in the US and EMU
Jan Marc Berk and Job Swank
Journal of International Money and Finance, 2011, 30, 749-763
The myth of financial innovation and the great moderation
Sterk, V. and W.J. den Haan
Economic Journal, 2011, 121(553), 707-739
Financial literacy and retirement preparation in the Netherlands
Rob Alessie, Maarten van Rooij and Annemarie Lusardi
Journal of Pension Economics and Finance, 2011, 10(4), 527-546
Card acceptance and surcharging: The role of costs and competition
Nicole Jonker
Review of Network Economics, 2011, 10(2), article 4
Is the negative relation between leverage and historical market-to-book specific to US and ICT firms?
Allard Bruinshoofd and Leo de Haan
International Review of Finance, 2011, 11(2), 227-243
Forecast combination across estimation windows
Hashem Pesaran and Andreas Pick
Journal of Business and Economic Statistics, 2011, 29(2), 307-318
Mumbling with great incoherence: Was it really so difficult to understand Alan Greenspan?
David-Jan Jansen
Economics Letters, 2011, 113(1), 70-72
Did the crisis affect inflation expectations?
Galati, G., S. Poelhekke and C. Zhou
International Journal of Central Banking, 2011, 7(1), 167-207
Bank-specific daily interest rate adjustment in the Dutch mortgage market
Leo de Haan and Elmer Sterken
Journal of Financial Services Research, 2011, 39(3), 145-159
Subjective measures of risk aversion, fixed costs, and portfolio choice
Kapteyn, A. and F. Teppa
Journal of Economic Psychology, 2011, 32, 564-580
Does central bank communication really lead to better forecasts of policy decisions? New evidence based on a Taylor rule model for the ECB
Sturm, J-E. and J. de Haan
Weltwirtschaftliches Archiv, 2011, 147(1), 41-58
Labor Market Flexibility and the Impact of the Financial Crisis
I. Kadek Dian Sutrisna Artha and Jakob de Haan
Kyklos, 2011, 64(2), 213-230
The pungent smell of “red herrings”: Subsoil assets, rents, volatility and the resource curse
Ploeg, F. van der and S. Poelhekke
Journal of Environmental Economics and Management, 2011, 60(1), 44-55
Restructuring of the Dutch nonlife insurance industry: Consolidation, organisational form and focus
Bikker, J.A. and J. Gorter
Journal of Risk and Insurance, 2011, 78, 163-194
How Anchored are Inflation Expectations in EMU Countries?
Van der Cruijsen, C.A.B. and M. Demertzis
Economic Modelling, 2011, 28(1-2), 281-298
Momentum or contrarian investment strategies: Evidence from Dutch institutional investors Leo de Haan and Jan Kakes
Journal of Banking and Finance, 2011, 35 (9), 2245-2251
An affine two-factor heteroskedastic macro-finance term structure model
Peter Spreij, Enno Veerman and Peter Vlaar
Applied Mathematical Finance, 2011, 18(4), 331-352
Does money matter in the ECB strategy? New evidence based on ECB communication
Berger, H., J. de Haan and J-E. Sturm
International Journal of Finance and Economics, 2011, 16, 16-41
An empirical assessment of reinsurance risk
Iman van Lelyveld, Franka Liedorp and Manuel Kampman
Journal of Financial Stability, 2011, 7(4) 191-203
Is corruption really persistent?
Seldadyo, H.G. and J. de Haan
Pacific Economic Review, 2011, 16(2), 192-206
Political Regime Change, Economic Liberalization and Growth Accelerations
Jong-A Pin, R.M. and J. de Haan
Public Choice, 2011, 146 (1-2), 93-115