Published articles - 2020

Assessing uncertainty in the natural rate of interest: Info-gap as guide for monetary policy in the euro area
Jan Willem van den End and Yakov Ben-Haim
International Journal of Finance and Economics, 2020, 27(3), 3228-3245
Is there anybody out there? Detecting operational outages from Large Value Transfer System transaction data
Neville Arjani and Ronald Heijmans
Journal of Financial Market Infrastructures, 2020, 8(4), 23–41
Trust in the central bank and inflation expectations
Dimitris Christelis, Dimitris Georgarakos, Tullio Jappelli and Maarten van Rooij
International Journal of Central Banking, 2020, 16(6), 1-37
Individual inflation forecasts and monetary policy announcements
Jakob de Haan, Kostas Mavromatis and Garyn Tan
Economics Letters, 2020, 197, 109602
Sectoral allocation and macroeconomic imbalances in EMU
Niels Gilbert and Sebastiaan Pool
Review of World Economics, 2020, 156, 945–984
Does institutional quality condition the impact of financial stability transparency on financial stability?
Tim van Duuren, Jakob de Haan and Henk van Kerkhoff
Applied Economics Letters, 2020, 27(20), 1635-1638

Crime, deterrence and punishment revisited
Maurice Bun, Richard Kelaher, Vasilis Sarafidis and Don Weatherburn
Empirical Economics, 2020, 59, 2303–2333

Finite sample properties of the GMM Anderson-Rubin test
Maurice Bun, Helmut Farbmacher and Rutger Poldermans
Econometric Reviews, 2020, 39(10), 1042-1056

Benchmark selection and performance
Dirk Broeders and Leo de Haan
Journal of Pension Economics and Finance, 2020, 19(4), 511-531

Loan to value caps and government-backed mortgage insurance: Loan-level evidence from Dutch residential mortgages
Leo de Haan and Mauro Mastrogiacomo
De Economist, 2020, 168, 453–473

Bank profitability, leverage constraints and risk-taking
Natalya Martynova, Lev Ratnovski and Razvan Vlahu
Journal of Financial Intermediation, 2020, 44, 100821

Finite horizons and the monetary/fiscal policy mix
Kostas Mavromatis
International Journal of Central Banking, 2020, 16(4), 327-378

Housing vintage and price dynamics
Lyndsey Rolheiser, Dorinth van Dijk and Alex van de Minne
Regional Science & Urban Economics, 2020, 84, 103569

Third-party signals and sales to expert-agent buyers: Quality indicators in the contemporary visual arts market
Monika Kackovic, Maurice Bun, Charles Weinberg, Joris Ebbers and Nachoem Wijnberg
International Journal of Research in Marketing, 2020, 37(3), 587-601

Mortgage arrears, regulation and institutions: Cross-country evidence
Irina Stanga, Razvan Vlahu and Jakob de Haan
Journal of Banking and Finance, 2020, 118, 105889

The political and institutional determinants of fiscal adjustments and expansions: Evidence for a large set of countries
Federico Giesenow, Juliette de Wit and Jakob de Haan
European Journal of Political Economy, 2020, 64, 101911

European banks after the global financial crisis: Peak accumulated losses, twin crises and business models
Leo de Haan and Jan Kakes
Journal of Banking Regulation, 2020, 21(3), 197–211

Finding counterfeited banknotes: the roles of vision and touch
Frank van der Horst, Joshua Snell and Jan Theeuwes
Cognitive Research: Principles and Implications, 2020, 5(40)

Banking stress test effects on returns and risks
Cenkhan Sahin, Jakob de Haan and Ekaterina Neretina
Journal of Banking and Finance, 2020, 117, 105843

Data on cross-border exposures of 61 largest European banks
Patty Duijm and Dirk Schoenmaker
Data in Brief, 2020, 30, 105613

Exchange rate pass-through in China: A cost-push input-output price model
Yuwan Duan, Yanping Zhao and Jakob de Haan
Open Economies Review, 2020, 31, 513–528

On the value of virtual currencies
Wilko Bolt and Maarten van Oordt
Journal of Money, Credit and Banking, 2020, 52(4), 835-862

Pension fund equity performance: Patience, activity or both?
Tanja Artiga González, Iman van Lelyveld and Katarina Lučivjanská
Journal of Banking and Finance, 2020, 115, 105812
Bank-based versus market-based financing: Implications for systemic risk.
Joost Bats and Aerdt Houben
Journal of Banking and Finance, 2020, 114, 105776

International investment positions revisited: Investor heterogeneity and individual security characteristics
Martijn Boermans and Robert Vermeulen
Review of International Economics, 2020, 28(2), 466-496

Does mortgage lending impact business credit? Evidence from a new disaggregated bank credit data set
Dirk Bezemer, Anna Samarina and Lu Zhang
Journal of Banking and Finance, 2020, 113, 105760

Is fiscal policy in the euro area Ricardian?
Nikki Panjer, Leo de Haan and Jan Jacobs
Empirica, 2020, 47, 411-429

Does modeling a structural break improve forecast accuracy?
Tom Boot and Andeas Pick
Journal of Econometrics, 2020, 215(1), 35-59

Consumption uncertainty and precautionary saving
Dimitris Christelis, Dimitris Georgarakos, Tullio Jappelli and Maarten van Rooij
Review of Economics and Statistics, 2020, 102(1), 148-161

Near real-time monitoring in real-time gross settlements systems: A traffic light approach
Ron Berndsen en Ronald Heijmans
Journal of Risk, 2020, 22(3), 39-64

How does government control affect firm value? New evidence for China
Marzieh Abolhassani, Zhi Wang and Jakob de Haan
Kyklos, 2020, 73(1), 3-21

Payments data: do consumers want banks to keep them in a safe or turn them into gold?
Carin van der Cruijsen
Applied Economics 2020, 52(6), 609-622.

Bank switching and interest rates: Examining annual transfers between savings accounts
Dirk Gerritsen and Jaap Bikker
Journal of Financial Services Research, 2020, 57(1), 29-49