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