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Published articles - 2012

  • The quest for growth: The impact of bank strategy on interest margins
    Saskia van Ewijk and Ivo Arnold
    International Review of Financial Analysis, 2012, 25, 18–27

  • When did firms become more different? Time-varying firm-specific volatility in Japan
    Emmanuel de Veirman and Andrew Levin
    Journal of the Japanese and International Economies, 2012, 26, 578-601

  • Banking risk and regulation: Does one size fit all?
    Jeroen Klomp and Jakob de Haan
    Journal of Banking and Finance, 2012, 36(12), 3197-3212

  • The international wealth channel: A global error-correcting analysis
    Nils Holinski and Robert Vermeulen
    Empirical Economics, 2012, 43(3), 985-1010

  • The power of weather
    Christian Huurman, Francesco Ravazzolo and Chen Zhou
    Computational Statistics and Data Analysis, 2012, 56(11), 3793–3807

  • Assessing competition with the Panzar-Rosse model: The role of scale, cost, and equilibrium
    Jacob Bikker, Sherrill Schaffer and Laura Spierdijk
    Review of Economics and Statistics, 2012, 94(4), 1025–1044

  • Taming the beast? New European regulation for credit rating agencies
    Fabian Amtenbrink and Jakob de Haan
    Zeitschrift für Staats- und Europawissenschaften, 2012, 4, 433-458

  • Size and earnings volatility of US bank holding companies
    Jakob de Haan and Tigran Pogoshyan
    Journal of Banking and Finance, 2012, 36(11), 3008–3016

  • Beyond the fiscal compact: How well-designed eurobonds may discipline governments
    Jakob de Haan, Niels Gilbert, Jeroen Hessels and Silvie Verkaart
    Zeitschrift für Staats- und Europawissenschaften, 2012, 3, 323-337

  • Follow the money: what does the economic literature on banking tell prudential supervisors about bank business models
    Paul Cavelaars and Joost Passenier
    Journal of Financial Regulation and Compliance, 2012, 20(4), 402-416

  • Non-linear and stable perturbation-based approximations
    Wouter den Haan and Joris de Wind
    Journal of Economic Dynamics and Control, 2012, 36(10), 1477–1497

  • Price, wage and employment response to shocks: evidence from the WDN survey
    Giuseppe Bertola, Aurelijus Dabusinskas, Marco Hoeberichts, Mario Izquierdo, Claudia Kwapil, Jeremi Montornès and Daniel Radowski
    Labour Economics, 2012, 19(5), 783-791

  • An experimental study on expectations and learning in overlapping generations models
    Peter Heemeijer, Cars Hommes, Joep Sonnemans and Jan Tuinstra
    Studies in Nonlinear Dynamics and Econometrics, 2012, 16(4)

  • Is collateral becoming scarce?: Evidence for the euro area
    Anouk Levels and Jeannette Capel
    Journal of Financial Market Infrastructures, 2012, 1(1), 29–53

  • Households’ decisions on savings accounts after negative experiences with banks during the financial crisis
    Carin van der Cruijsen, Jakob de Haan, David-Jan Jansen and Robert Mosch
    Journal of Consumer Affairs, 2012, 46(3), 436-456

  • Remittances and financial openness
    Michel Beine, Elisabetta Lodigiani and Robert Vermeulen
    Regional Science and Urban Economics, 2012, 42(5), 844–857

  • Pension funds' asset allocation and participant age: a test of the life-cycle model
    Jacob Bikker, Dirk Broeders, David Hollanders and Eduard Ponds
    Journal of Risk and Insurance, 2012, 79(3), 595-618

  • Credit rationing when banks are funding constrained
    Itai Agur
    North American Journal of Economics and Finance, 2012, 23(2), 220–227

  • Measuring coherence of output gaps with an application to the euro area
    Mark Mink, Jan Jacobs and Jakob de Haan
    Oxford Economic Papers, 2012, 64(2), 217-236

  • Bank profitability during recessions
    Wilko Bolt, Leo de Haan, Marco Hoeberichts, Maarten van Oordt and Job Swank
    Journal of Banking and Finance, 2012, 36(9), 2552–2564

  • Pension fund finance and sponsoring companies
    Phil Davis and Leo de Haan
    Journal of Pension Economics and Finance, 2012, 11(3), 439-463

  • Investor sophistication and risk taking
    Jan de Dreu and Jaap Bikker
    Journal of Banking and Finance, 2012, 36(7), 2145–2156

  • A probit model for insolvency risk among insurance companies
    Leo de Haan and Jan Kakes
    Frontiers in Finance and Economics, 2012, 9(1), 33-50

  • Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach
    Ron Jongen, Willem Verschoor, Christian Wolff and Remco Zwinkels
    Journal of Economic Dynamics and Control, 2012, 36(5), 719-735

  • Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms
    Ron Jongen, Aline Muller and Willem Verschoor
    Journal of International Money and Finance, 2012, 31(2), 148-169

  • Governance of macroprudential policy
    Jakob de Haan, Aerdt Houben and Remco van der Molen
    Zeitschrift für Öffentliches Recht, 2012, 67(2), 283-302

  • The impact of scale, complexity, and service quality on the administrative costs of pension funds: A cross-country comparison
    Bikker, J.A., O.W. Steenbeek, F. Torracchi
    Journal of Risk and Insurance, 2012, 79(2), 477–514

  • Did accelerated filing requirements and SOX Section 404 affect the timeliness of 10-K filings?
    Joost Impink, Martien Lubberink, Bart van Praag and David Veenman
    Review of Accounting Studies, 2012, 17(2), 227-253

  • International shock transmission after the Lehman Brothers collapse: Evidence from syndicated lending
    Ralph de Haas and Neeltje van Horen
    American Economic Review - Papers & Proceedings, 2012, 102(3), 231–237

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

  • Liquidity Stress-Tester: Do Basel III and Unconventional Monetary Policy Work?
    Jan Willem van den End
    Applied Financial Economics, 2012, 22, 1233-1257

  • Transmission of the Financial and Sovereign Debt Crisis to the EMU: Stock Prices, CDS Spreads and Exchange Rates
    Theoharry Grammatikos and Robert Vermeulen
    Journal of International Money and Finance, 2012, 31(3), 517-533

  • Financial literacy, retirement planning, and household wealth
    Maarten van Rooij, Annamaria Lusardi and Rob Alessie
    The Economic Journal, 2012, 122, 449–478

  • The simple econometrics of tail dependence
    Maarten van Oordt and Chen Zhou
    Economics Letters, 2012, 116(3), 371-373

  • China's outward direct investment in Africa
    Yin-Wong Cheung, Jakob de Haan, Xingwang Qian and Shu Yu
    Review of International Economics, 2012, 20(2), 201-220

  • Diagnostic tests of cross section independence in limited variable panel data models
    Chen Hsiao, M. Hashem Pesaran and Andreas Pick
    Oxford Bulletin of Economics and Statistics, 2012, 74(2), 253–277

  • An empirical test of spatial competition in the audit market
    Wieteke Numan and Marleen Willekens
    Journal of Accounting and Economics, 2012, 53(1–2), 450–465

  • Being a foreigner among domestic banks: Asset or liability?
    Stijn Claessens and Neeltje van Horen
    Journal of Banking and Finance, 2012, 36, 1276-1290

  • How reliable are cyclically adjusted budget balances in real time?
    Andrew Hughes Hallet, Rasmus Kattai and John Lewis
    Contemporary Economic Policy, 2012, 30(1), 75–92

  • Generational impacts of demographic changes in pay-as-you-go pension schemes: Measurement and application to the Netherlands
    Willem Heeringa and Lans Bovenberg
    De Economist, 2012, 160(1), 1-16

  • The role of regional information in the optimal composition of a committee
    Berben, R.P., B.K. Bierut and Ph. Maier
    Economics Bulletin, 2012, 32(1), 510-517

  • Investment strategies of institutional investors: Evidence from Dutch flow-of-funds data
    Leo de Haan and Jan Kakes
    Applied Economics Letters, 2012, 19(2), 155-159

  • Government bond yields and foreign ownership of debt
    Menno Broos and Jakob de Haan
    Applied Economics Letters, 2012, 19(5), 435-438

  • Bank size, market concentration, and bank earnings volatility in the US
    Tigran Poghosyan and Jakob de Haan
    Journal of International Financial Markets, Institutions & Money, 2012, 22(1), 35-54

  • Market timing and corporate capital structure: a transatlantic comparison
    Allard Bruinshoofd and Leo de Haan
    Applied Economics, 2012, 44 (28), 3691-3703

  • Exceedance probability of the integral of a stochastic process
    Ana Ferreira, Laurens de Haan and Chen Zhou
    Journal of Multivariate Analysis, 2012, 105(1), 241-257

  • Mean reversion in international stock markets: an empirical analysis of the 20th century
    Laura Spierdijk, Jacob Bikker, Pieter van den Hoek
    Journal of International Money and Finance, 2012, 31, 228-249

  • The political economy of financial reform: How robust are Huang's findings?
    Eelco Zandberg, Jakob de Haan and Paul Elhorst
    Journal of Applied Econometrics, 2012, 27(4), 695-699