Published articles - 2013

The safety of cash and debit cards: A study on the perception and behaviour of Dutch consumers
Anneke Kosse
International Journal of Central Banking, 2013, 9(3), 77-98

Are stock market crises contagious? The role of crisis definitions
Jochen Mierau and Mark Mink
Journal of Banking and Finance, 2013, 37(12), 4765-4776

Optimal forecasts in the presence of structural breaks
Hashem Pesaran, Andreas Pick and Mikhail Pranovich
Journal of Econometrics, 2013, 177(2), 134–152

Macroprudential policy: A literature review
Gabriele Galati and Richhild Moessner
Journal of Economic Surveys, 2013, 27(5), 846–878

Do newspaper articles on card fraud affect debit card usage?
Anneke Kosse
Journal of Banking and Finance, 2013, 37(12), 5382-5391

Conditional political budget cycles: A review of recent evidence
Jakob de Haan and Jeroen Klomp
Public Choice, 2013, 157(3), 387-410

Social networks and labor market inequality between ethnicities and races
Ott Toomet, Marco van der Leij and Meredith Rolfe
Network Science, 2013, 1(3), 321-352

Early-warning signals of topological collapse in interbank networks
Tiziano Squartini, Iman van Lelyveld and Diego Garlaschelli
Scientific Reports, 2013, 3(3357)

Investment risk taking by institutional investors
Janko Gorter and Jacob Bikker
Applied Economics, 2013, 45(33), 4629-4640

Characterising equilibrium selection in global games with strategic complementarities
Christian Basteck, Tijmen R. Daniëls and Frank Heinemann
Journal of Economic Theory, 2013, 148, 2620-37

Effects of explicit FOMC policy rate guidance on interest rate expectations
Richhild Moessner
Economics Letters, 2013, 121(2), 170–173

How bank business models drive interest margins: Evidence from U.S. bank-level data
Ivo Arnold and Saskia van Ewijk
The European Journal of Finance, 2013, 20, 850-873

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

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

Political budget cycles and election outcomes
Jeroen Klomp and Jakob de Haan
Public Choice, 2013, 157(1-2), 245-267

From budgetary forecasts to ex-post fiscal data: Exploring the evolution of fiscal forecast errors in the EU
Roel Beetsma, Benjamin Bluhm, Massimo Giuliodori and Peter Wierts
Contemporary Economic Policy, 2013, 31(4), 795–813

Popular protest and political budget cycles: A panel data analysis
Jeroen Klomp and Jakob de Haan
Economics Letters, 2013, 120(3), 516-520

Do budgetary institutions mitigate the common pool problem? New empirical evidence for the EU
Jakob de Haan, Richard Jong-A-Pin and Jochen Mierau
Public Choice, 2013, 165(3-4), 423-441

The impact of imposing capital requirements on systemic risk
Chen Zhou
Journal of Financial Stability, 2013, 9(3), 320-329

Fifty years of fiscal planning and implementation in the Netherlands
Roel Beetsma, Massimo Giuliodori, Mark Walschot and Peter Wierts
European Journal of Political Economy, 2013, 31, 119–138

Multiple bank regulators and risk taking
Itai Agur
Journal of Financial Stability, 2013, 9(3), 259–268

Valuation of liabilities in hybrid pension plans
Dirk Broeders, An Chen and David Rijsbergen
Applied Financial Economics, 2013, 23(15), 1215-1229

Crossing network versus dealer market
Tijmen R. Daniëls, Jutta Dönges and Frank Heinemann
European Economic Review, 2013, 62, 41–57

Gravity models of trade-based money laundering
Joras Ferwerda, Mark Kattenberg, Han-Hsin Chang, Brigitte Unger, Loek Groot and Jacob Bikker
Applied Economics, 2013, 45(22), 3170-3182

Conditional election and partisan cycles in government support to the agricultural sector: An empirical analysis
Jeroen Klomp and Jakob de Haan
American Journal of Agricultural Economics, 2013, 95(4), 793-818

Modelling trigonometric seasonal components for monthly economic time series
Irma Hindrayanto, John Aston, Siem Jan Koopman and Marius Ooms
Applied Economics, 2013, 45(21), 3024-3034

The effects of managerial capabilities on export, FDI and innovation: Evidence from Indian firms
Martijn Boermans and Hein Roelfsema
Asian Business & Management, 2013, 12, 387–408

The number of active bidders in internet auctions
Laurens de Haan, Casper de Vries and Chen Zhou
Journal of Economic Theory, 2013, 148(4), 1726-1736

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

Do natural resources attract non-resource foreign direct investment?
Steven Poelhekke and Frederick van der Ploeg
Review of Economics and Statistics, 2013, 95(3), 1047-1065

What drives bank earnings? Evidence for 28 banking sectors
Laurence Pouw and Jan Kakes
Applied Economic Letters, 2013, 20(11), 1062-1066

Pension benefit security: a comparison of solvency requirements, a pension guarantee fund and sponsor support
Dirk Broeders and An Chen
Journal of Risk and Insurance, 2013, 80(2), 239–272

How to enforce fiscal discipline in EMU: A proposal
Jakob de Haan, Niels Gilbert, Jeroen Hessel and Sylvie Verkaart
Swiss Journal of Economics and Statistics, 2013, 149(2), 205–217

Tourist Test interchange fees for card payments: Down or out?
Nicole Jonker and Mirjam Plooij
Journal of Financial Market Infrastructures, 2013, 1(4), 51-72

Central banks and foreign collateral
Jeannette Capel
Journal of Financial Market Infrastructures, 2013, 1(4), 31-49

Bias correction in extreme value statistics with index around zero
Juan-Juan Cai, Laurens de Haan and Chen Zhou
Extremes, 2013, 16(2), 173-201

Leaning against the wind and the timing of monetary policy
Itai Agur and Maria Demertzis
Journal of International Money and Finance, 2013, 35, 179–194

Transparency of banking supervisors
Franka Liedorp, Robert Mosch, Carin van der Cruijsen and Jakob de Haan
IMF Economic Review, 2013, 61(2), 310-335

Knowledge and opinions about banking supervision: Evidence from a survey of Dutch households
Carin van der Cruijsen, Jakob de Haan, David Jan Jansen and Robert Mosch
Journal of Financial Stability, 2013, 9(2) 219–229

The relationship between size, growth and profitability of commercial banks
Tanveer Shehzad, Jakob de Haan and Bert Scholtens
Applied Economics, 2013, 45(13), 1751-1765

Monetary transmission in three central European economies: evidence from time-varying coefficient vector autoregressions
Zsolt Darvas
Empirica, 2013, 40(2), 363-390

International diversification during the financial crisis: A blessing for equity investors?
Robert Vermeulen
Journal of International Money and Finance, 2013, 35, 104-123

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

What drives clarity of central bank communication about inflation?
Aleš Bulíř, Martin Čihák and David-Jan Jansen
Open Economies Review, 2013, 24(1), 125-145

Wholesale bank funding, capital requirements and credit rationing
Itai Agur
Journal of Financial Stability, 2013, 9(1), 38-45

Expected and actual replacement rates in the pension system of the Netherlands: How and why do they differ?
Mark van Duijn, Mauro Mastrogiacomo, Maarten Lindeboom and Petter Lundborg
Journal of Pension Economics and Finance, 2013, 12, 168-189

Impact of bank competition on the interest rate pass-through in the euro area
Michiel van Leuvensteijn, Chistoffer Kok-Sørensen, Jacob Bikker, Adrian van Rixtel
Applied Economics, 2013, 45(11), 1359-1380

IMF-supported programs: Stimulating capital to non-defaulting countries
Koen van der Veer and Eelke de Jong
The World Economy, 2013, 36(4), 375-395

Pricing, competition and innovation in retail payment systems: A brief overview
Wilko Bolt
Journal of Financial Market Infrastructures, 2013, 1(3), 73-90

Impact of foreign banks
Stijn Claessens and Neeltje van Horen
Journal of Financial Perspectives, 2013, 1(1), 1-18

Political regime and human capital: A cross-country analysis
Jeroen Klomp and Jakob de Haan
Social Indicators Research, 2013, 111, 45-73

Network dynamics of TOP payments
Marc Pröpper, Iman van Lelyveld and Ronald Heijmans
Journal of Financial Market Infrastructures, 2013, 1(3), 3-29

Choosing how to pay: The influence of foreign backgrounds
Anneke Kosse and David-Jan Jansen
Journal of Banking and Finance, 2013, 37(3), 989-998

Strategic loan defaults and coordination: An experimental analysis
Stefan Trautmann and Razvan Vlahu
Journal of Banking and Finance, 2013, 37(3), 747-760

Pricing of payment cards, competition, and efficiency: a possible guide for SEPA
Wilko Bolt and Heiko Schmiedel
Annals of Finance, 2013, 9(1), 5-25

Human capital and employment growth in German metropolitan areas: New evidence
Steven Poelhekke
Regional Studies, 2013, 47(2), 245-263

The impact of interaction effects among neighbouring countries on financial liberalization and reform: A dynamic spatial panel data approach
Paul Elhorst, Eelco Zandberg and Jakob de Haan
Spatial Economic Analysis, 2013, 8(3), 293-313

Assessing macro-financial linkages: A model comparison exercise
Rafael Gerke, Magnus Jonsson, Martin Kliem, Marcin Kolasa, Pierre Lafourcade, Alberto Locarno, Krzysztof Makarski and Peter McAdam
Economic Modelling, 2013, 31, 253-264

Mean reversion in stock prices: Implications for long-term investors
Laura Spierdijk and Jacob Bikker
Journal of Investment Strategies, 2013, 2(1), 91–102

Contagion during the Greek sovereign debt crisis
Mark Mink and Jakob de Haan
Journal of International Money and Finance, 2013, 34, 102-113

Did oral interventions by the Indonesian central bank support the rupiah?
Sahminan Sahminan and Jakob de Haan
Pacific Economic Review, 2013, 18(1), 79-91

The relationship between the Renminbi future spot return and the forward discount
Yanping Zhao, Jakob de Haan, Bert Scholtens, Haizhen Yang
Journal of International Money and Finance, 2013, 32, 156-168

Estimating cash usage: The impact of survey design on research outcomes
Nicole Jonker and Anneke Kosse
De Economist, 2013, 161(1), 19-44

Do policital budget cycles really exist?
Jeroen Klomp and Jakob de Haan
Applied Economics, 2013, 45(3), 329-341

Was the 2007 crisis really a global banking crisis?
Tanveer Shehzad and Jakob de Haan
North American Journal of Economics and Finance, 2013, 24, 113-124

Running for the exit? International bank lending during a financial crisis
Ralph de Haas and Neeltje van Horen
Review of Financial Studies, 2013, 26(1), 244-285