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Details about Jacob Bikker

E-mail:
Homepage:https://www.dnb.nl/en/research/personal-pages/jaap-a-bikker/
Phone:+31630272997
Postal address:Ruigenhoeksedijk 125 3737MR Groenekan The Netherlands
Workplace:School of Economics, Universiteit Utrecht (University of Utrecht), (more information at EDIRC)
de Nederlandsche Bank (Netherlands Central Bank), (more information at EDIRC)

Access statistics for papers by Jacob Bikker.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pbi27


Jump to Journal Articles Books Edited books Chapters

Working Papers

2024

  1. Large pension funds do not invest more effectively than smaller pension funds
    Working Papers, DNB Downloads

2021

  1. Have scale effects on cost margins of pension fund investment portfolios disappeared?
    Working Papers, Utrecht School of Economics Downloads
    Also in Working Papers, DNB (2021) Downloads

    See also Journal Article Have scale effects on cost margins of pension fund investment portfolios disappeared?, Applied Economics, Taylor & Francis Journals (2022) Downloads View citations (1) (2022)
  2. Market forces in healthcare insurance. The impact of healthcare reform on regulated competition revisited
    Working Papers, DNB Downloads
    Also in Working Papers, Utrecht School of Economics (2021) Downloads

2019

  1. The Single Supervisory Mechanism: competitive implications for the banking sectors in the euro area
    Working Papers, Utrecht School of Economics Downloads
    See also Journal Article The single supervisory mechanism: Competitive implications for the banking sectors in the euro area, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2022) Downloads View citations (1) (2022)

2018

  1. Herding behavior of Dutch pension funds in asset class investments
    Working Papers, Utrecht School of Economics Downloads View citations (2)

2017

  1. Bank Profitability and Risk-Taking under Low Interest Rates
    Working Papers, Utrecht School of Economics Downloads View citations (20)
  2. Bank switching and deposit rates: Evidence for crisis and non-crisis years
    Working Papers, Utrecht School of Economics Downloads
  3. Financial Structure and Macroeconomic Volatility: a Panel Data Analysis
    Working Papers, Utrecht School of Economics Downloads View citations (3)
    See also Journal Article Financial Structure and Macroeconomic Volatility: A Panel Data Analysis, International Journal of Economics and Finance, Canadian Center of Science and Education (2019) Downloads (2019)
  4. Herding behaviour of Dutch pension funds in sovereign bond investments
    Working Papers, Utrecht School of Economics Downloads View citations (5)
  5. X-efficiency and economies of scale in pension fund administration and investment
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)
    Also in Working Papers, Utrecht School of Economics (2017) Downloads View citations (1)

    See also Journal Article X-efficiency and economies of scale in pension fund administration and investment, Applied Economics, Taylor & Francis Journals (2018) Downloads View citations (7) (2018)

2016

  1. Competing for savings: how important is creditworthiness during the crisis?
    Working Papers, Utrecht School of Economics Downloads View citations (4)

2015

  1. The Optimum Size of Local Public Administration
    Working Papers, Utrecht School of Economics Downloads View citations (1)

2014

  1. Efficiency and competition in the Dutch non-life insurance industry: Effects of the 2006 health care reform
    Working Papers, Utrecht School of Economics Downloads View citations (2)

2013

  1. Is there an optimal pension fund size? A scale-economy analysis of administrative and investment costs
    Working Papers, Utrecht School of Economics Downloads View citations (14)

2012

  1. Mean Reversion in Stock Prices: Implications for Long-Term Investors
    Working Papers, Utrecht School of Economics Downloads View citations (3)
  2. Performance of the life insurance industry under pressure: efficiency, competition and consolidation
    Working Papers, Utrecht School of Economics Downloads View citations (4)
    See also Chapter Performance of the life insurance industry under pressure: efficiency, competition and consolidation, Chapters, Edward Elgar Publishing (2017) Downloads View citations (1) (2017)
    Journal Article Performance of the Life Insurance Industry Under Pressure: Efficiency, Competition, and Consolidation, Risk Management and Insurance Review, American Risk and Insurance Association (2016) Downloads View citations (5) (2016)

2011

  1. Gravity Models of Trade-based Money Laundering
    Working Papers, Utrecht School of Economics Downloads View citations (2)
    See also Journal Article Gravity models of trade-based money laundering, Applied Economics, Taylor & Francis Journals (2013) Downloads View citations (9) (2013)
  2. Impact of bank competition on the interest rate pass-through in the euro area
    Post-Print, HAL Downloads View citations (7)
    Also in Working Papers, Banco de España (2008) Downloads View citations (64)
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis (2008) Downloads View citations (73)
    Working Papers, Utrecht School of Economics (2008) Downloads View citations (76)
    Working Paper Series, European Central Bank (2008) Downloads View citations (62)

    See also Journal Article Impact of bank competition on the interest rate pass-through in the euro area, Applied Economics, Taylor & Francis Journals (2013) Downloads View citations (93) (2013)
  3. Investment risk taking by institutional investors
    Working Papers, Utrecht School of Economics Downloads View citations (1)
    See also Journal Article Investment risk taking by institutional investors, Applied Economics, Taylor & Francis Journals (2013) Downloads View citations (4) (2013)
  4. Real Pension Rights as a Control Mechanism for Pension Fund Solvency
    Working Papers, Utrecht School of Economics Downloads View citations (2)

2010

  1. Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century
    Working Papers, Utrecht School of Economics Downloads View citations (3)
    See also Journal Article Mean reversion in international stock markets: An empirical analysis of the 20th century, Journal of International Money and Finance, Elsevier (2012) Downloads View citations (41) (2012)
  2. The impact of scale, complexity, and service quality on the administrative costs of pension funds: A cross-country comparison
    Working Papers, Utrecht School of Economics Downloads
    See also Journal Article The Impact of Scale, Complexity, and Service Quality on the Administrative Costs of Pension Funds: A Cross-Country Comparison, Journal of Risk & Insurance, The American Risk and Insurance Association (2012) Downloads View citations (17) (2012)

2009

  1. An extended gravity model with substitution applied to international trade
    Working Papers, Utrecht School of Economics Downloads View citations (3)
  2. Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium
    Working Papers, Utrecht School of Economics Downloads View citations (33)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2009) Downloads View citations (33)

    See also Journal Article Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium, The Review of Economics and Statistics, MIT Press (2012) Downloads View citations (137) (2012)
  3. Measuring and explaining competition in the financial sector
    Working Papers, Utrecht School of Economics Downloads View citations (13)
  4. Pension fund sophistication and investment policy
    Working Papers, Utrecht School of Economics Downloads View citations (5)
  5. Pension funds’ asset allocation and participant age: a test of the life-cycle model
    Working Papers, Utrecht School of Economics Downloads View citations (16)

2008

  1. How Banking Competition changed over Time
    Working Papers, Utrecht School of Economics Downloads View citations (47)
  2. Performance of the Dutch non-life insurance industry: competition, efficiency and focus
    Working Papers, Utrecht School of Economics Downloads View citations (8)
  3. Sizing up performance measures in the financial services sector
    Working Papers, Utrecht School of Economics Downloads

2007

  1. A new approach to measuring competition in the loan markets of the Euro area
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis Downloads View citations (55)
    Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2007) Downloads View citations (45)
    Working Paper Series, European Central Bank (2007) Downloads View citations (63)
    Working Papers, Banco de España (2007) Downloads View citations (55)

    See also Journal Article A new approach to measuring competition in the loan markets of the euro area, Applied Economics, Taylor & Francis Journals (2011) Downloads View citations (85) (2011)
  2. Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing
    Working Papers, Utrecht School of Economics Downloads View citations (25)
    See also Journal Article Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing?, International Journal of Central Banking, International Journal of Central Banking (2010) Downloads View citations (28) (2010)
  3. The Impact of Market Structure, Contestability and Institutional Environment on Banking Competition
    Working Papers, Utrecht School of Economics Downloads View citations (47)

2005

  1. An exploration into competition and efficiency in the Dutch life insurance industry
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis Downloads View citations (7)

2004

  1. The Implementation Shortfall of Institutional Equity Trades
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads View citations (2)

1989

  1. 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 Downloads View citations (2)

Journal Articles

2023

  1. Herd Behaviour of Pension Funds by Asset Class
    International Journal of Economics and Finance, 2023, 15, (2), 26 Downloads

2022

  1. Have scale effects on cost margins of pension fund investment portfolios disappeared?
    Applied Economics, 2022, 54, (39), 4501-4518 Downloads View citations (1)
    See also Working Paper Have scale effects on cost margins of pension fund investment portfolios disappeared?, Working Papers (2021) Downloads (2021)
  2. Herd behavior of pension funds in sovereign bond investments
    Journal of Pension Economics and Finance, 2022, 21, (4), 475-501 Downloads View citations (1)
  3. The single supervisory mechanism: Competitive implications for the banking sectors in the euro area
    International Journal of Finance & Economics, 2022, 27, (2), 1818-1835 Downloads View citations (1)
    See also Working Paper The Single Supervisory Mechanism: competitive implications for the banking sectors in the euro area, Working Papers (2019) Downloads (2019)

2020

  1. Bank Switching and Interest Rates: Examining Annual Transfers Between Savings Accounts
    Journal of Financial Services Research, 2020, 57, (1), 29-49 Downloads View citations (3)

2019

  1. Financial Structure and Macroeconomic Volatility: A Panel Data Analysis
    International Journal of Economics and Finance, 2019, 11, (12), 117 Downloads
    See also Working Paper Financial Structure and Macroeconomic Volatility: a Panel Data Analysis, Working Papers (2017) Downloads View citations (3) (2017)

2018

  1. Bank profitability and risk†taking under low interest rates
    International Journal of Finance & Economics, 2018, 23, (1), 3-18 Downloads View citations (27)
  2. Determinants of Interest Rates on Time Deposits and Savings Accounts: Macro Factors, Bank Risk, and Account Features
    International Review of Finance, 2018, 18, (2), 169-216 Downloads View citations (7)
  3. X-efficiency and economies of scale in pension fund administration and investment
    Applied Economics, 2018, 50, (48), 5164-5188 Downloads View citations (7)
    See also Working Paper X-efficiency and economies of scale in pension fund administration and investment, ERIM Report Series Research in Management (2017) Downloads View citations (1) (2017)

2017

  1. Competition and Scale Economy Effects of the Dutch 2006 Health-Care Insurance Reform
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2017, 42, (1), 53-78 Downloads View citations (3)
  2. Is THERE AN OPTIMAL PENSION FUND SIZE? A SCALE-ECONOMY ANALYSIS OF ADMINISTRATIVE COSTS
    Journal of Risk & Insurance, 2017, 84, (2), 739-769 Downloads View citations (7)

2016

  1. Performance of the Life Insurance Industry Under Pressure: Efficiency, Competition, and Consolidation
    Risk Management and Insurance Review, 2016, 19, (1), 73-104 Downloads View citations (5)
    See also Chapter Performance of the life insurance industry under pressure: efficiency, competition and consolidation, Chapters, 2017, 152-182 (2017) Downloads View citations (1) (2017)
    Working Paper Performance of the life insurance industry under pressure: efficiency, competition and consolidation, Working Papers (2012) Downloads View citations (4) (2012)
  2. Scale economies in local public administration
    Local Government Studies, 2016, 42, (3), 441-463 Downloads View citations (11)

2014

  1. Measuring and explaining implicit risk sharing in defined benefit pension funds
    Applied Economics, 2014, 46, (17), 1996-2009 Downloads

2013

  1. Gravity models of trade-based money laundering
    Applied Economics, 2013, 45, (22), 3170-3182 Downloads View citations (9)
    See also Working Paper Gravity Models of Trade-based Money Laundering, Working Papers (2011) Downloads View citations (2) (2011)
  2. Impact of bank competition on the interest rate pass-through in the euro area
    Applied Economics, 2013, 45, (11), 1359-1380 Downloads View citations (93)
    See also Working Paper Impact of bank competition on the interest rate pass-through in the euro area, Post-Print (2011) Downloads View citations (7) (2011)
  3. Investment risk taking by institutional investors
    Applied Economics, 2013, 45, (33), 4629-4640 Downloads View citations (4)
    See also Working Paper Investment risk taking by institutional investors, Working Papers (2011) Downloads View citations (1) (2011)

2012

  1. Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium
    The Review of Economics and Statistics, 2012, 94, (4), 1025-1044 Downloads View citations (137)
    See also Working Paper Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium, Working Papers (2009) Downloads View citations (33) (2009)
  2. Investor sophistication and risk taking
    Journal of Banking & Finance, 2012, 36, (7), 2145-2156 Downloads View citations (10)
  3. Mean reversion in international stock markets: An empirical analysis of the 20th century
    Journal of International Money and Finance, 2012, 31, (2), 228-249 Downloads View citations (41)
    See also Working Paper Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century, Working Papers (2010) Downloads View citations (3) (2010)
  4. Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model
    Journal of Risk & Insurance, 2012, 79, (3), 595-618 Downloads View citations (23)
  5. The Impact of Scale, Complexity, and Service Quality on the Administrative Costs of Pension Funds: A Cross-Country Comparison
    Journal of Risk & Insurance, 2012, 79, (2), 477-514 Downloads View citations (17)
    See also Working Paper The impact of scale, complexity, and service quality on the administrative costs of pension funds: A cross-country comparison, Working Papers (2010) Downloads (2010)

2011

  1. A new approach to measuring competition in the loan markets of the euro area
    Applied Economics, 2011, 43, (23), 3155-3167 Downloads View citations (85)
    See also Working Paper A new approach to measuring competition in the loan markets of the Euro area, CPB Discussion Paper (2007) Downloads View citations (55) (2007)
  2. Restructuring of the Dutch Nonlife Insurance Industry: Consolidation, Organizational Form, and Focus
    Journal of Risk & Insurance, 2011, 78, (1), 163-184 View citations (16)

2010

  1. Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing?
    International Journal of Central Banking, 2010, 6, (2), 53-79 Downloads View citations (28)
    See also Working Paper Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing, Working Papers (2007) Downloads View citations (25) (2007)
  2. What factors increase the risk of incurring high market impact costs?
    Applied Economics, 2010, 42, (3), 369-387 Downloads View citations (4)

2009

  1. Operating costs of pension funds: the impact of scale, governance, and plan design
    Journal of Pension Economics and Finance, 2009, 8, (1), 63-89 Downloads View citations (43)

2008

  1. Competition and efficiency in the Dutch life insurance industry
    Applied Economics, 2008, 40, (16), 2063-2084 Downloads View citations (71)
  2. Forecasting market impact costs and identifying expensive trades
    Journal of Forecasting, 2008, 27, (1), 21-39 Downloads View citations (5)

2007

  1. 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 Downloads View citations (6)
  2. Market impact costs of institutional equity trades
    Journal of International Money and Finance, 2007, 26, (6), 974-1000 Downloads View citations (30)

2005

  1. Bank provisioning behaviour and procyclicality
    Journal of International Financial Markets, Institutions and Money, 2005, 15, (2), 141-157 Downloads View citations (261)

2002

  1. Competition, concentration and their relationship: An empirical analysis of the banking industry
    Journal of Banking & Finance, 2002, 26, (11), 2191-2214 Downloads View citations (434)
  2. Cross-sector diversification in financial conglomerates: simulations with a fair-value assets and liabilities model
    BNL Quarterly Review, 2002, 55, (223), 363-389 Downloads
    Also in Banca Nazionale del Lavoro Quarterly Review, 2002, 55, (223), 363-389 (2002) Downloads
  3. Cyclical patterns in profits, provisioning and lending of banks and procyclicality of the new Basel capital requirements
    Banca Nazionale del Lavoro Quarterly Review, 2002, 55, (221), 143-175 Downloads View citations (198)
    Also in BNL Quarterly Review, 2002, 55, (221), 143-175 (2002) Downloads View citations (195)

2001

  1. Efficiency in the European banking industry: an exploratory analysis to rank contries
    Brussels Economic Review, 2001, 17 Downloads View citations (6)

1999

  1. Macro-economie forecasting for the major four EU countries two-step Bayesian VAR approach
    Brussels Economic Review, 1999, 162, 203-231 Downloads View citations (1)

1993

  1. Rational expectation variables in macroeconomic models: Empirical evidence for the Netherlands and other countries
    Economic Modelling, 1993, 10, (3), 301-314 Downloads View citations (1)

1992

  1. A Regional Supply and Demand Model for Inpatient Hospital Care
    Environment and Planning A, 1992, 24, (8), 1097-1116 Downloads View citations (8)
  2. An international trade flow model with zero observations: an extension of the Tobit model
    Brussels Economic Review, 1992, 135, 379-404 Downloads View citations (11)

1987

  1. An International Trade Flow Model with Substitution: An Extension of the Gravity Model
    Kyklos, 1987, 40, (3), 315-337 Downloads View citations (48)

Books

2009

  1. Productivity in the Financial Services Sector
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads View citations (3)

2005

  1. Trends in Competition and Profitability in the Banking Industry: A Basic Framework
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads View citations (36)

2004

  1. Competition and Efficiency in a Unified European Banking Market
    Books, Edward Elgar Publishing Downloads View citations (98)

Edited books

Undated

  1. Handbook of Competition in Banking and Finance
    Books, Edward Elgar Publishing

Chapters

2017

  1. Performance of the life insurance industry under pressure: efficiency, competition and consolidation
    Chapter 9 in Handbook of Competition in Banking and Finance, 2017, pp 152-182 Downloads View citations (1)
    See also Journal Article Performance of the Life Insurance Industry Under Pressure: Efficiency, Competition, and Consolidation, American Risk and Insurance Association (2016) Downloads View citations (5) (2016)
    Working Paper Performance of the life insurance industry under pressure: efficiency, competition and consolidation, Utrecht School of Economics (2012) Downloads View citations (4) (2012)

2007

  1. Operating costs of pension schemes
    Springer View citations (4)

2003

  1. Economic versus regulatory capital for financial conglomerates
    Chapter 11 in Banking Supervision at the Crossroads, 2003 Downloads View citations (1)
 
Page updated 2025-03-31