Published articles - 2014

Does unconventional monetary policy affect inequality? Evidence from Japan
Ayako Saiki and Jon Frost
Applied Economics, 2014, 46(36), 4445-4454

Diagnosing the distribution of GARCH innovations
Pengfei Sun and Chen Zhou
Journal of Empirical Finance, 2014, 29, 287–303

Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture
Carlos León and Ron Berndsen
Journal of Financial Stability, 2014, 15, 241–256

Social networks and research output
Lorenzo Ductor, Marcel Fafchamps, Sanjeev Goyal and Marco van der Leij
Review of Economics and Statistics, 2014, 96(5), 936-948

Geographic diversification in banking
Yiwei Fang and Iman van Lelyveld
Journal of Financial Stability, 2014, 15, 172-181

Finding the core: Network structure in interbank markets
Daan in ‘t Veld and Iman van Lelyveld
Journal of Banking and Finance, 2014, 49, 27-40

A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area
Ivo Arnold and Saskia van Ewijk
Journal of International Money and Finance, 2014, 49, 340–357

Bank risk within and across equilibria
Itai Agur
Journal of Banking and Finance, 2014, 48, 322–333

Adaptive learning and survey data
Agnieszka Markiewicza and Andreas Pick
Journal of Economic Behavior & Organization, 2014, 107-B, 685–707

A long-term perspective on the determinants of treasury bond stripping levels
Marck Bulter, Miles Livingston and Lei Zhou
Financial Markets, Institutions & Instruments, 2014, 23(4), 179–210

Bank regulation, the quality of institutions and banking risk in emerging and developing countries: An empirical analysis
Jeroen Klomp and Jakob de Haan
Emerging Markets Finance and Trade, 2014, 50(6), 19-40

Dating banking crises using incidence and size of bank failures: Four crises reconsidered
Raymond Chaudron and Jakob de Haan
Journal of Financial Stability, 2014, 15, 63-75

Home bias and Dutch pension funds’ behaviour
Ghulame Rubbaniy, Iman van Lelyveld and Willem Verschoor
European Journal of Finance, 2014, 20(11), 978-993

Leading indicators of currency crises: Are they the same in different exchange rate regimes?
Yanping Zhao, Jakob de Haan, Bert Scholtens and Haizhen Yang
Open Economies Review, 2014, 25(5), 937-957

Migrants' choice of remittance channel: Do General payment habits play a role?
Anneke Kosse and Robert Vermeulen
World Development, 2014, 62, 213-227

Testing uncovered interest rate parity using LIBOR
Muhammad Omer, Jakob de Haan and Bert Scholtens
Applied Economics, 2014, 46(30), 3708-3723

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

Early warning for currency crises: what is the role of financial openness?
Jon Frost and Ayako Saiki
Review of International Economics, 2014, 22(4), 722–743

Sudden stops and currency crashes
Yanping Zhao, Jakob de Haan, Bert Scholtens and Haizhen Yang
Review of International Economics, 2014, 22(4), 660-685

The missing link: China’s contracted engineering projects in Africa
Yin-Wong Cheung, Jakob de Haan, XingWang Qian and Shu Yu
Review of Development Economics, 2014, 18(3), 564-580

Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area
Ivo Arnold and Saskia van Ewijk
Applied Financial Economics, 2014, 24, 1043-1049

Competition in bank-provided payment services
Wilko Bolt and David Humphrey
Journal of Financial Market Infrastructures, 2014, 2(4), 21-51

Effects of explicit FOMC policy rate guidance on equities and risk measures
Richhild Moessner
Applied Economics, 2014, 46(18), 2139-2153

The role of financial intermediaries in monetary policy transmission
Thorsten Beck, Andrea Colciago and Damjan Pfajfar
Journal of Economic Dynamics and Control, 2014, 43, 1–11

Is this bank ill? The diagnosis of Doctor Target2
Ronald Heijmans and Richard Heuver
Journal of Financial Market Infrastructures, 2014, 2(3)

Composition of exports and export performance of euro area countries
Peter Wierts, Henk van Kerkhoff and Jakob de Haan
Journal of Common Market Studies, 2014, 52(4), 928-941

Reserve creation and reserve pooling in the international monetary system
Richhild Moessner and Bill Allen
World Economics, 2014, 15(2), 59-75

Inflation expectations, central bank credibility and the global financial crisis
Petra Gerlach-Kristen and Richhild Moessner
Swiss Journal of Economics and Statistics, 2014, 150(2), 55-87

Government bond yield sensitivity to economic news at the zero lower bound in Canada in comparison with the UK and US
Richhild Moessner
Applied Financial Economics, 2014, 24(11), 739-751

Risk aversion and social networks
Jaromír Kovářík and Marco van der Leij
Review of Network Economics, 2014, 13(2), 121-155

Measuring and explaining implicit risk sharing in defined benefit pension funds
Jacob Bikker, Thijs Knaap and Ward Romp
Applied Economics, 2014, 46(17), 1996-2009

Collective pension schemes and individual choice
Jules van Binsbergen, Dirk Broeders, Ralph Koijen and Mythe de Jong
Journal of Pension Economics and Finance, 2014, 13(2), 210-225

Securitization and the dark side of diversification
Maarten van Oordt
Journal of Financial Intermediation, 2014, 23(2), 214-231

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

ECB reaction functions and the crisis of 2008
Stefan Gerlach and John Lewis
International Journal of Central Banking, 2014, 10(1), 137-157

What drives pension indexation in turbulent times? An empirical examination of Dutch pension funds
Dirk Broeders, Paul Hilbers, David Rijsbergen and Ningli Shen
De Economist, 2014, 162(1), 41-70

The 2007-2009 financial crisis: Changing market dynamics and the impact of credit supply and aggregate demand sensitivity
Theoharry Grammatikos and Robert Vermeulen
Applied Economics, 2014, 46(8), 895–911

Personal traits and individual choices: Taking action in economic and non-economic decisions
Maarten van Rooij and Federica Teppa
Journal of Economic Behavior & Organization, 2014, 100, 33-43

ECB policy-making and the financial crisis
Janko Gorter, Fauve Stolwijk, Jan Jacobs and Jakob de Haan
International Journal of Finance and Economics, 2014, 19(2), 132–139

Right on target: Exploring the factors leading to inflation targeting adoption
Anna Samarina and Jakob de Haan
Contemporary Economic Policy, 2014, 32(2), 372-389

A Conference on Post-Crisis Banking
Thorsten Beck, Jakob de Haan and Robert DeYoung
Journal of Money, Credit and Banking, 2014, Supplement to 46(1), 1-11

Net foreign asset (com)position: Does financial development matter?
Robert Vermeulen and Jakob de Haan
Journal of International Money and Finance, 2014, 43, 88-106

Location decisions of foreign banks and competitor remoteness
Stijn Claessens and Neeltje van Horen
Journal of Money, Credit and Banking, 2014, 46(1), 145-170

Multinational banks and the global financial crisis: Weathering the perfect storm?
Ralph de Haas and Iman van Lelyveld
Journal of Money, Credit and Banking, 2014, 46(s1), 333–364

Democracy, elections, and government budget deficits
Jakob de Haan
German Economic Review, 2014, 15(1), 131-142

International business cycle co-movement: The role of FDI
Jos Jansen and Ad Stokman
Applied Economics, 2014, 46(4), 383-393

Foreign banks: Trends and impact
Stijn Claessens and Neeltje van Horen
Journal of Money, Credit and Banking, 2014, Supplement to Vol. 46, No. 1, 295-326

The precautionary savings motive and household savings
Mauro Mastrogiacomo and Rob Alessie
Oxford Economics Papers, 2014, 66(1), 164-187

Inflation targeting and inflation performance: a comparative analysis
Anna Samarina, Mirre Terpstra and Jakob de Haan
Applied Economics, 2014, 46(1), 41-56