Details about Ivo Arnold

Access statistics for papers by Ivo Arnold.

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Short-id: par144

Working Papers

2011

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

2007

2. IMF Support and Inter-regime Exchange rate Volatility
   Working Papers, Business School - Economics, University of Glasgow
   See also Journal Article IMF Support and Inter-Regime Exchange Rate Volatility, Open Economies Review, Springer (2012) View citations (1) (2012)

2006

3. Firm Size and Monetary Policy Transmission: A Theoretical Model on the Role of Capital Investment Expenditures
   Working Papers, Utrecht School of Economics View citations (1)
4. 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) View citations (1)
   Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006) View citations (1)
5. Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data
   CESifo Working Paper Series, CESifo View citations (6)
   See also Journal Article Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2008) View citations (15) (2008)

2005

6. Fundamental Volatility is Regime Specific
   Working Papers, Business School - Economics, University of Glasgow
7. New evidence on the firm size effects in US monetary policy transmission
   Working Papers, Utrecht School of Economics View citations (3)

2004

8. The Role of Inflation Differentials in Regional Adjustment: Evidence from the United States
   Working Papers, Utrecht School of Economics View citations (17)

1999

9. Endogenous Financial Structure and the Transmission of ECB Policy
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
10. The Vulnerability of Banks to Government default risk in the EMU
    FMG Special Papers, Financial Markets Group
    See also Journal Article The Vulnerability of Banks to Government Default Risk in the EMU, International Finance, Wiley Blackwell (2001) View citations (19) (2001)

1998

11. The EURO, Prudent Coherence?
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)

Journal Articles

2021

1. An Interest Stabilisation Mechanism to Unburden the ECB
   Intereconomics: Review of European Economic Policy, 2021, 56, (5), 274-277
2. Debt Managers’ Reaction to Sovereign Risk in the Euro Area: Evidence and Policy Implications
   CESifo Economic Studies, 2021, 67, (3), 276-295 View citations (2)

2020

3. Gender and major choice within economics: Evidence from Europe
   International Review of Economics Education, 2020, 35, (C) View citations (11)
4. Internet search volumes of UK banks during the crisis: The role of banking structure and business model
   Global Finance Journal, 2020, 45, (C) View citations (1)

2018

5. Bank stability and refinancing operations during the crisis: Which way causality?
   Research in International Business and Finance, 2018, 43, (C), 79-89 View citations (4)
6. Sovereign bond holdings and monetary policy operations in the euro area
   Journal of Policy Modeling, 2018, 40, (6), 1243-1254 View citations (4)
7. The missing spillover of base expansion into monetary aggregates: Is there a puzzle?
   Journal of Macroeconomics, 2018, 55, (C), 64-76 View citations (1)

2016

8. Internal or external devaluation? What does the EC Consumer Survey tell us about macroeconomic adjustment in the Euro area?
   Journal of International Money and Finance, 2016, 64, (C), 88-103 View citations (3)

2015

9. Financial integration in the euro area: Pro-cyclical effects and economic convergence
   Economic Modelling, 2015, 44, (C), 335-342 View citations (6)
10. One index fits none: the conundrum of euro area inflation-linked bonds
    The European Journal of Finance, 2015, 21, (7), 575-583 View citations (1)

2014

11. 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 View citations (27)
12. 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 View citations (2)
13. How bank business models drive interest margins: evidence from US bank-level data
    The European Journal of Finance, 2014, 20, (10), 850-873 View citations (14)
14. Sovereign risk and the relationship between deposit rates and deposit holdings in the euro area
    Applied Financial Economics, 2014, 24, (15), 1043-1049

2013

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

2012

16. Forecasting with the Taylor rule
    Applied Financial Economics, 2012, 22, (18), 1501-1510
17. IMF Support and Inter-Regime Exchange Rate Volatility
    Open Economies Review, 2012, 23, (1), 193-211 View citations (1)
    See also Working Paper IMF Support and Inter-regime Exchange rate Volatility, Working Papers (2007) (2007)
18. Motivation and Math Skills as Determinants of First-Year Performance in Economics
    The Journal of Economic Education, 2012, 43, (1), 33-47 View citations (8)
19. Sovereign debt exposures and banking risks in the current EU financial crisis
    Journal of Policy Modeling, 2012, 34, (6), 906-920 View citations (19)
20. The quest for growth: The impact of bank strategy on interest margins
    International Review of Financial Analysis, 2012, 25, (C), 18-27 View citations (5)

2011

21. Can pure play internet banking survive the credit crisis?
    Journal of Banking & Finance, 2011, 35, (4), 783-793 View citations (12)
22. HOUSING WEALTH AND U.S. MONEY DEMAND: A PANEL ESTIMATION
    Contemporary Economic Policy, 2011, 29, (3), 382-391
23. The ECB's survey of professional forecasters and financial market volatility in the euro area
    Applied Economics Letters, 2011, 18, (1), 11-15

2010

24. The demand for euros
    Journal of Macroeconomics, 2010, 32, (2), 674-684 View citations (13)
25. Treasury Bond Volatility and Uncertainty about Monetary Policy
    The Financial Review, 2010, 45, (3), 707-728 View citations (17)

2008

26. Course Level and the Relationship between Research Productivity and Teaching Effectiveness
    The Journal of Economic Education, 2008, 39, (4), 307-321 View citations (8)
27. Fundamental uncertainty and stock market volatility
    Applied Financial Economics, 2008, 18, (17), 1425-1440 View citations (22)
28. Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data
    Review of World Economics (Weltwirtschaftliches Archiv), 2008, 144, (2), 325-346 View citations (15)
    See also Working Paper Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data, CESifo Working Paper Series (2006) View citations (6) (2006)

2007

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

2006

30. Optimal regional biases in ECB interest rate setting
    European Journal of Political Economy, 2006, 22, (2), 307-321 View citations (10)

2004

31. External causes of Euro zone inflation differentials
    Intereconomics: Review of European Economic Policy, 2004, 39, (5), 254-263 View citations (9)
32. Firm Size, Industry Mix and the Regional Transmission of Monetary Policy in Germany
    German Economic Review, 2004, 5, (1), 35-59 View citations (21)
    Also in German Economic Review, 2004, 5, (1), 35-59 (2004) View citations (2)

2003

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

2002

34. Regional Effects of Monetary Policy in the Netherlands
    International Journal of Business and Economics, 2002, 1, (2), 123-134 View citations (20)

2001

35. Het veranderend risicoprofiel van staatsschuld in de EMU.implicaties voor het bankentoezicht
    Review of Business and Economic Literature, 2001, XLVI, (1), 23-38
36. The Regional Effects of Monetary Policy in Europe
    Journal of Economic Integration, 2001, 16, 399-420 View citations (14)
37. The Vulnerability of Banks to Government Default Risk in the EMU
    International Finance, 2001, 4, (1), 101-125 View citations (19)
    See also Working Paper The Vulnerability of Banks to Government default risk in the EMU, FMG Special Papers (1999) (1999)

2000

38. Endogeneity in European money demand
    European Journal of Political Economy, 2000, 16, (4), 587-609 View citations (12)

1999

39. De euro-multiplicator
    Economic and Social Journal (Economisch en Sociaal Tijdschrift), 1999, 53, (2), 289-311
40. The third leg of the stool: Financial stability as a prerequisite for EMU
    Review of World Economics (Weltwirtschaftliches Archiv), 1999, 135, (2), 280-305 View citations (3)

1996

41. Absolute and Relative Anti-inflation Reputation: Evidence from the Bond Markets
    The Manchester School of Economic & Social Studies, 1996, 64, 66-82
42. Fallacies in the interpretation of a european monetary aggregate
    Review of World Economics (Weltwirtschaftliches Archiv), 1996, 132, (4), 753-762 View citations (5)
43. 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 View citations (3)

1994

44. The myth of a stable European money demand
    Open Economies Review, 1994, 5, (3), 249-259 View citations (28)

1992

45. The Derivation of the Liquidity Ratio in the EMS: Comment on Kremers and Lane
    IMF Staff Papers, 1992, 39, (1), 195-202 View citations (5)