EconPapers    
Economics at your fingertips  
 

Details about Ivo Arnold

E-mail:
Workplace:Capaciteitsgroep Algemene Economie (Department of Economics), Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)
Center for Finance, Nyenrode Business Universiteit (Nyenrode Business University), (more information at EDIRC)

Access statistics for papers by Ivo Arnold.

Last updated 2015-03-05. Update your information in the RePEc Author Service.

Short-id: par144


Jump to Journal Articles

Working Papers

2014

  1. The impact of sovereign and credit risk on interest rate convergence in the euro area
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (12)

2013

  1. How bank business models drive interest margins: Evidence from U.S. bank-level data
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (6)
    See also Journal Article in The European Journal of Finance (2014)

2011

  1. Industry Effects of Bank Lending in Germany
    Working Papers, Utrecht School of Economics Downloads

2007

  1. IMF Support and Inter-regime Exchange rate Volatility
    Working Papers, Business School - Economics, University of Glasgow Downloads
    See also Journal Article in Open Economies Review (2012)

2006

  1. Firm Size and Monetary Policy Transmission: A Theoretical Model on the Role of Capital Investment Expenditures
    Working Papers, Utrecht School of Economics Downloads
  2. Industries and the Bank Lending Effects of Bank Credit Demand and Monetary Policy in Germany
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2006) Downloads
  3. Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (5)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2008)

2005

  1. Fundamental Volatility is Regime Specific
    Working Papers, Business School - Economics, University of Glasgow Downloads

2004

  1. The Role of Inflation Differentials in Regional Adjustment: Evidence from the United States
    Working Papers, Utrecht School of Economics Downloads View citations (12)

2002

  1. Wealth Effects and Monetary Policy
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department Downloads View citations (2)

1999

  1. The Vulnerability of Banks to Government default risk in the EMU
    FMG Special Papers, Financial Markets Group Downloads View citations (2)
    See also Journal Article in International Finance (2001)

Journal Articles

2015

  1. Financial integration in the euro area: Pro-cyclical effects and economic convergence
    Economic Modelling, 2015, 44, (C), 335-342 Downloads

2014

  1. A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area
    Journal of International Money and Finance, 2014, 49, (PB), 340-357 Downloads View citations (8)
  2. First-Year Study Success in Economics and Econometrics: The Role of Gender, Motivation, and Math Skills
    The Journal of Economic Education, 2014, 45, (1), 25-35 Downloads
  3. How bank business models drive interest margins: evidence from US bank-level data
    The European Journal of Finance, 2014, 20, (10), 850-873 Downloads View citations (2)
    See also Working Paper (2013)
  4. Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area
    Applied Financial Economics, 2014, 24, (15), 1043-1049 Downloads

2013

  1. The industry effects of monetary policy and their welfare implications
    BNL Quarterly Review, 2013, 53, (214), 287-315 Downloads
    Also in Banca Nazionale del Lavoro Quarterly Review, 2013, 53, (214), 287-315 (2013) Downloads View citations (2)

2012

  1. Forecasting with the Taylor rule
    Applied Financial Economics, 2012, 22, (18), 1501-1510 Downloads
  2. IMF Support and Inter-Regime Exchange Rate Volatility
    Open Economies Review, 2012, 23, (1), 193-211 Downloads
    See also Working Paper (2007)
  3. Motivation and Math Skills as Determinants of First-Year Performance in Economics
    The Journal of Economic Education, 2012, 43, (1), 33-47 Downloads View citations (2)
  4. Sovereign debt exposures and banking risks in the current EU financial crisis
    Journal of Policy Modeling, 2012, 34, (6), 906-920 Downloads View citations (13)
  5. The quest for growth: The impact of bank strategy on interest margins
    International Review of Financial Analysis, 2012, 25, (C), 18-27 Downloads View citations (1)

2011

  1. Can pure play internet banking survive the credit crisis?
    Journal of Banking & Finance, 2011, 35, (4), 783-793 Downloads View citations (5)
  2. HOUSING WEALTH AND U.S. MONEY DEMAND: A PANEL ESTIMATION
    Contemporary Economic Policy, 2011, 29, (3), 382-391
  3. The ECB's survey of professional forecasters and financial market volatility in the euro area
    Applied Economics Letters, 2011, 18, (1), 11-15 Downloads

2010

  1. The demand for euros
    Journal of Macroeconomics, 2010, 32, (2), 674-684 Downloads View citations (11)
  2. Treasury Bond Volatility and Uncertainty about Monetary Policy
    The Financial Review, 2010, 45, (3), 707-728 Downloads View citations (6)

2008

  1. Course Level and the Relationship between Research Productivity and Teaching Effectiveness
    The Journal of Economic Education, 2008, 39, (4), 307-321 Downloads View citations (4)
  2. Fundamental uncertainty and stock market volatility
    Applied Financial Economics, 2008, 18, (17), 1425-1440 Downloads View citations (6)
  3. Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data
    Review of World Economics (Weltwirtschaftliches Archiv), 2008, 144, (2), 325-346 Downloads View citations (10)
    See also Working Paper (2006)

2007

  1. Financial stability in the Eurozone: where do we stand?
    Journal of Financial Transformation, 2007, 19, 65-79 View citations (2)

2006

  1. Optimal regional biases in ECB interest rate setting
    European Journal of Political Economy, 2006, 22, (2), 307-321 Downloads View citations (8)

2004

  1. External causes of Euro zone inflation differentials
    Intereconomics: Review of European Economic Policy, 2004, 39, (5), 254-263 Downloads View citations (7)
  2. Firm Size, Industry Mix and the Regional Transmission of Monetary Policy in Germany
    German Economic Review, 2004, 5, (1), 35-59 Downloads View citations (14)

2003

  1. A Regional Analysis of German Money Demand Around Reunification with Implications for EMU
    Empirica, 2003, 30, (1), 63-80 Downloads

2002

  1. Regional Effects of Monetary Policy in the Netherlands
    International Journal of Business and Economics, 2002, 1, (2), 123-134 Downloads View citations (11)

2001

  1. Het veranderend risicoprofiel van staatsschuld in de EMU.implicaties voor het bankentoezicht
    Review of Business and Economic Literature, 2001, XLVI, (1), 23-38 Downloads
  2. The Regional Effects of Monetary Policy in Europe
    Journal of Economic Integration, 2001, 16, 399-420 View citations (8)
  3. The Vulnerability of Banks to Government Default Risk in the EMU
    International Finance, 2001, 4, (1), 101-25 Downloads View citations (16)
    See also Working Paper (1999)

2000

  1. Endogeneity in European money demand
    European Journal of Political Economy, 2000, 16, (4), 587-609 Downloads View citations (11)

1999

  1. The third leg of the stool: Financial stability as a prerequisite for EMU
    Review of World Economics (Weltwirtschaftliches Archiv), 1999, 135, (2), 280-305 Downloads View citations (3)

1996

  1. Absolute and Relative Anti-inflation Reputation: Evidence from the Bond Markets
    The Manchester School of Economic & Social Studies, 1996, 64, 66-82
  2. Fallacies in the interpretation of a european monetary aggregate
    Review of World Economics (Weltwirtschaftliches Archiv), 1996, 132, (4), 753-762 Downloads View citations (4)
  3. Stochastic trends in the long-run behavior of velocity: A new test of the institutional hypothesis
    Journal of Policy Modeling, 1996, 18, (6), 623-641 Downloads View citations (3)

1994

  1. The myth of a stable European money demand
    Open Economies Review, 1994, 5, (3), 249-259 Downloads View citations (26)

1992

  1. The Derivation of the Liquidity Ratio in the EMS: Comment on Kremers and Lane
    IMF Staff Papers, 1992, 39, (1), 195-202 Downloads View citations (6)
 
Page updated 2017-08-18