Details about Jacob Bikker

Access statistics for papers by Jacob Bikker.

Last updated 2009-11-19. Update your information in the RePEc Author Service.

Short-id: pbi27

Working Papers

2009

1. An extended gravity model with substitution applied to international trade
   Working Papers, Utrecht School of Economics
   Also in DNB Working Papers, Netherlands Central Bank, Research Department (2009)
2. Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium
   CAMA Working Papers, Australian National University, Centre for Applied Macroeconomic Analysis
   Also in DNB Working Papers, Netherlands Central Bank, Research Department (2009)
   Working Papers, Utrecht School of Economics (2009)
3. Measuring and explaining competition in the financial sector
   Working Papers, Utrecht School of Economics
4. Pension fund sophistication and investment policy
   DNB Working Papers, Netherlands Central Bank, Research Department
   Also in Working Papers, Utrecht School of Economics (2009)
5. Pension funds. asset allocation and participant age: a test of the life-cycle model
   Working Papers, Utrecht School of Economics
   Also in DNB Working Papers, Netherlands Central Bank, Research Department (2009)

2008

6. How Banking Competition Changed over Time
   Working Papers, Utrecht School of Economics View citations
   Also in DNB Working Papers, Netherlands Central Bank, Research Department (2008)
7. Impact of bank competition on the interest rate pass-through in the euro area
   CPB Discussion Papers, CPB Netherlands Bureau for Economic Policy Analysis View citations
   Also in DNB Working Papers, Netherlands Central Bank, Research Department (2008) View citations
   Working Papers, Utrecht School of Economics (2008) View citations
   Working Paper Series, European Central Bank (2008) View citations
   Banco de España Working Papers, Banco de España (2008) View citations
8. Performance of the Dutch non-life insurance industry: competition, efficiency and focus
   Working Papers, Utrecht School of Economics View citations
   Also in DNB Working Papers, Netherlands Central Bank, Research Department (2008) View citations
9. Sizing up performance measures in the financial services sector
   Working Papers, Utrecht School of Economics

2007

10. A new approach to measuring competition in the loan markets of the euro area
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University View citations
    Also in Banco de España Working Papers, Banco de España (2007) View citations
    CPB Discussion Papers, CPB Netherlands Bureau for Economic Policy Analysis (2007) View citations
    Working Paper Series, European Central Bank (2007) View citations
    DNB Working Papers, Netherlands Central Bank, Research Department (2007) View citations
11. Stock market performance and pension fund investment policy: rebalancing, free float, or market timing?
    DNB Working Papers, Netherlands Central Bank, Research Department
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2007)
    Working Papers, Utrecht School of Economics (2007)
12. The Impact of Market Structure, Contestability and Institutional Environment on Banking Competition
    Working Papers, Utrecht School of Economics View citations

2006

13. Conditional Indexation in Defined Benefit Pension Plans
    DNB Working Papers, Netherlands Central Bank, Research Department View citations
14. Forecasting Market Impact Costs and Identifying Expensive Trades
    DNB Working Papers, Netherlands Central Bank, Research Department
    See also Journal Article in Journal of Forecasting (2008)
15. Misspecifiation of the Panzar-Rosse Model: Assessing Competition in the Banking Industry
    DNB Working Papers, Netherlands Central Bank, Research Department View citations
16. Pension fund efficiency: the impact of scale, governance and plan design
    DNB Working Papers, Netherlands Central Bank, Research Department
17. The Impact of Bank Size on Market Power
    DNB Working Papers, Netherlands Central Bank, Research Department View citations

2005

18. An Exploration into Competition and Efficiency in the Dutch Life Insurance Industry
    DNB Working Papers, Netherlands Central Bank, Research Department View citations
19. Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs
    DNB Working Papers, Netherlands Central Bank, Research Department

2004

20. Is bank capital procyclical? A cross-country analysis
    DNB Working Papers, Netherlands Central Bank, Research Department View citations
21. Market Impact Costs of Institutional Equity Trades
    DNB Staff Reports (discontinued), Netherlands Central Bank View citations
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2004) View citations
    See also Journal Article in Journal of International Money and Finance (2007)
22. The Implementation Shortfall of Institutional Equity Trades
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
23. Trends in Competition and Profitability in the Banking Industry: A Basic Framework
    DNB Working Papers, Netherlands Central Bank, Research Department View citations
    See also Book (2005)

2003

24. Bank Provisioning Behaviour and Procyclicality
    DNB Staff Reports (discontinued), Netherlands Central Bank View citations
    Also in Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision (2002)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2005)
25. Cyclical Patterns in Profits, Provisioning and Lending of Banks
    DNB Staff Reports (discontinued), Netherlands Central Bank View citations
26. Efficiency and Cost Differences across Countries in a Unified EuropeanBanking Market
    DNB Staff Reports (discontinued), Netherlands Central Bank View citations
    Also in Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision (2001) View citations
27. Intermediation, integration and internationalisation: a survey on banking in Europe
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision View citations
28. Testing for imperfect competition on EU deposit and loan markets with Bresnahan's market power model
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision View citations

2002

29. Economic versus Regulatory Capital for Financial Conglomerates
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision View citations

2001

30. Competition, Concentration and their Relationship: an EmpiricalAnalysis of the Banking Industry
    DNB Staff Reports (discontinued), Netherlands Central Bank View citations
    Also in Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision (2000) View citations
    See also Journal Article in Journal of Banking & Finance (2002)
31. Cyclical patterns in profits provisioning and lending of banks and procyclicality of the new basel capital requirements
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision View citations

2000

32. Measures of competition and concentration in the banking industry: a review of the literature
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision View citations

1999

33. Efficiency in the European banking industry: an exploratory analysis to rank countries
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision View citations

1998

34. Competition and Concentration in the EU Banking Industry
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision View citations

1989

35. An empirical general equilibrium model for the spatial interactions of supply, demand and choice
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations

Journal Articles

2009

1. Operating costs of pension funds: the impact of scale, governance, and plan design
   Journal of Pension Economics and Finance, 2009, 8, (01), 63-89 View citations

2008

2. Competition and efficiency in the Dutch life insurance industry
   Applied Economics, 2008, 40, (16), 2063-2084 View citations
3. Forecasting market impact costs and identifying expensive trades
   Journal of Forecasting, 2008, 27, (1), 21-39
   See also Working Paper (2006)

2007

4. Conditional Indexation in Defined Benefit Pension Plans in the Netherlands&ast
   The Geneva Papers on Risk and Insurance - Issues and Practice, 2007, 32, (4), 494-515
5. Market impact costs of institutional equity trades
   Journal of International Money and Finance, 2007, 26, (6), 974-1000 View citations
   See also Working Paper (2004)

2005

6. Bank provisioning behaviour and procyclicality
   Journal of International Financial Markets, Institutions and Money, 2005, 15, (2), 141-157 View citations
   See also Working Paper (2003)

2002

7. Competition, concentration and their relationship: An empirical analysis of the banking industry
   Journal of Banking & Finance, 2002, 26, (11), 2191-2214 View citations
   See also Working Paper (2001)

1993

8. Rational expectation variables in macroeconomic models: Empirical evidence for the Netherlands and other countries
   Economic Modelling, 1993, 10, (3), 301-314

1992

9. A regional supply and demand model for inpatient hospital care
   Environment and Planning A, 1992, 24, (8), 1097-1116 View citations

1987

10. An International Trade Flow Model with Substitution: An Extension of the Gravity Model
    Kyklos, 1987, 40, (3), 315-37 View citations

Books

2005

1. Trends in Competition and Profitability in the Banking Industry: A Basic Framework
   SUERF Studies, SUERF - The European Money and Finance Forum View citations
   See also Working Paper (2004)