Published articles - 2021
- Security design and credit rating risk in the CLO market
Dennis Vink, Mike Nawas and Vivian van Breemen
Journal of International Financial Markets, Institutions and Money, 2021, 72, 101305 - Time-varying wage Phillips curves in the euro area with a new measure for labor market slack
Dennis Bonam, Jakob de Haan and Duncan van Limbergen
Economic Modelling, 2021, 96, 157-171 - European banks straddling borders: Risky or rewarding?
Patty Duijm and Dirk Schoenmaker
Finance Research Letters, 2021, 38, 101525 - Information sharing in a competitive microcredit market
Ralph de Haas, Matteo Millone and Jaap Bos
Journal of Money, Credit and Banking, 2021, 53(7), 1677-1717 - The long-run effects of pandemics on inflation: Will this time be different?
Dennis Bonam and Andra Smădu
Economics Letters, 2021, 208, 110065 - Heterogeneous wealth effects
Dimitris Christelis, Dimitris Georgarakos, Tullio Jappelli, Luigi Pistaferri and Maarten van Rooij
European Economic Review, 2021, 137, 103805 - Populist and nativist attitudes: does in-group/out-group thinking spill over across domains?
Matthijs Rooduijn, Bart Bonikowski and Jante Parlevliet
European Union Politics, 2021, 22(2), 248-265 - Testing the multivariate regular variation model
John Einmahl, Fan Yang and Chen Zhou
Journal of Business and Economic Statistics, 2021, 39(4) - Enhancing banknote authentication by guiding attention to security features and manipulating prevalence expectancy
Frank van der Horst, Joshua Snell and Jan Theeuwes
Cognitive Research: Principles and Implications, 2021, 6(73) - A realistic transfer method reveals low risk of SARS-CoV-2 transmission via contaminated euro coins and banknotes
Daniel Todt, Toni Luise Meister, Barbora Tamele, John Howes, Dajana Paulmann, Britta Becker, Florian H.Brill, Mark Wind, Jack Schijven, Natalie Heinen, Volker Kinast, Baxolele Mhlekude, Christine Goffinet, Adalbert Krawczyk, Jörg Steinmann, Stephanie Pfaender, Yannick Brüggemann, Eike Steinmann
iScience, 2021, 24(8), 102908 - Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt
Leo de Haan and Robert Vermeulen
Journal of International Money and Finance, 2021, 119, 102473 - Quantitative Easing and exuberance in stock markets: Evidence from the euro area
Tom Hudepohl, Ryan van Lamoen and Nander de Vette
Journal of International Money and Finance, 2021, 118, 102471 - Effects of credit restrictions in the Netherlands and lessons for macroprudential policy
Gabriele Galati, Jan Kakes and Richhild Moessner
Financial History Review, 2021, 28(2), 237-258 - The international spillovers of the 2010 U.S. flash crash
David-Jan Jansen
Journal of Money, Credit and Banking 53, 1573-1586 - The heat is on: A framework for measuring financial stress under disruptive energy transition scenarios
Robert Vermeulen, Edo Schets, Melanie Lohuis, Barbara Kölbl, David-Jan Jansen and Willem Heeringa
Ecological Economics, 2021, 190, 107205 - Financial stability and the Fed: Evidence from congressional hearings
Arina Wischnewsky, David‐Jan Jansen and Matthias Neuenkirch
Economic Inquiry, 2021, 59(3), 1192-1214 - Financial knowledge and trust in financial institutions
Carin van der Cruijsen, Jakob de Haan and Ria Roerink
Journal of Consumer Affairs, 2021, 55(2), 680-714 - Do fiscal rules constrain political budget cycles?
Bram Gootjes, Jakob de Haan and Richard Jong-A-Pin
Public Choice, 2021, 188, 1–30 - Trends in extreme value indices
Laurens de Haan and Chen Zhou
Journal of the American Statistical Association, 2021, 116(535) - Shallow or deep? Training an autoencoder to detect anomalous flows in a retail payment system
Leonard Sabetti and Ronald Heijmans
Latin American Journal of Central Banking, 2021, 2(2), 100031 - Climate change uncertainty and central bank risk management
Dirk Broeders and Marleen Schlooz
Journal of Risk Management in Financial Institutions, 2021, 14(2), 121-130 - Security design and credit rating risk in the CLO market
Dennis Vink, Mike Nawas and Vivian van Breemen
Journal of International Financial Markets, Institutions and Money, 2021, 72, 101305 - The economics of sharing macro-longevity risk
Dirk Broeders, Roel Mehlkopf and Annick van Ool
Insurance: Mathematics and Economics, 2021, 99, 440-458 - Asymmetric effects of uncertainty shocks: Normal times and financial disruptions are different
Valeriu Nalban and Andra Smădu
Journal of Macroeconomics, 2021, 69, 103331 - Crowded trades, market clustering, and price instability
Marc van Kralingen, Diego Garlaschelli, Karolina Scholtus and Iman van Lelyveld
Entropy, 2021, 23(3), 336 - Time-varying wage Phillips curves in the euro area with a new measure for labor market slack
Dennis Bonam, Jakob de Haan and Duncan van Limbergen
Economic Modelling, 2021, 96, 157-171 - Pension funds’ herding
Dirk Broeders, Damiaan Chen, Peter Minderhoud and Willem Schudel
International Journal of Central Banking, 2021, 17(1), 285-330 - Ctrl+C Ctrl+pay: Do people mirror electronic payment behavior of their peers?
Carin van der Cruijsen and Joris Knoben
Journal of Financial Services Research, 2021, 59(1), 69-96 - The impact of central bank liquidity support on banks’ sovereign exposures
Leo de Haan, Sarah Holton and Jan Willem van den End
Applied Economics, 2021, 53(15), 1788–1806 - The interaction between macroprudential policy and monetary policy: Overview
Matthieu Bussière, Jin Cao, Jakob de Haan, Robert Hills, Simon Lloyd, Baptiste Meunier, Justine Pedrono, Dennis Reinhardt, Sonalika Sinha, Rhiannon Sowerbutts and Konstantin Styrin
Review of International Economics, 2021, 29(1), 1-19 - Generalized stability of monetary unions under regime switching in monetary and fiscal policies
Dennis Bonam and Bart Hobijn
Journal of Money, Credit and Banking, 2021, 53(1), 73-94 - A survey of institutional investors’ investment and management decisions on illiquid assets
Kristy Jansen and Patrick Tuijp
Journal of Portfolio Management, 2021, 47(3) 135-153 - European banks straddling borders: risky or rewarding
Patty Duijm and Dirk Schoenmaker
Finance Research Letters, 2021, 38, 101525 - Connecting the dots: Market reactions to forecasts of policy rates and forward guidance provided by the Fed
Michelle Bongard, Richhild Moessner, William Nelson and Gabriele Galati
International Journal of Finance and Economics, 2021, 26(1), 684-706 - Pension funds' illiquid assets allocation under liquidity and capital requirements
Dirk Broeders, Kristy Jansen and Bas Werker
Journal of Pension Economics and Finance, 2021, 20(1), 102-124 - The interaction between private sector and public sector labor markets: Evidence from Romania
Valeriu Nalban and Andra Smădu
Economic Modelling, 2021, 94, 804-821 - Mortgage lending, monetary policy, and prudential measures in small euro-area economies: Evidence from Ireland and the Netherlands
Mary Everett, Jakob de Haan, David-Jan Jansen, Peter McQuade and Anna Samarina
Review of International Economics, 2021, 29(1), 117-143 - Effects of Fed policy rate forecasts on real yields and inflation expectations at the zero lower bound
Gabriele Galati and Richhild Moessner
Economics Letters, 2021, 198, 109654 - How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canada’s large-value payment system
Shaun Byck and Ronald Heijmans
Journal of Financial Market Infrastructures, 2021, 9(1), 1–28 - The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices
Jan Willem van den End and Stephanie Titzck
The European Journal of Finance, 2021, 27(3), 1-24
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