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Details about Jacob Bikker

E-mail:
Homepage:https://www.dnb.nl/en/onderzoek-2/onderzoekers/overzicht-persoonlijke-paginas/dnb150116.jsp
Phone:+31630272997
Postal address:Ruigenhoeksedijk 125 3737MR Groenekan The Netherlands
Workplace:de Nederlandsche Bank (Netherlands Central Bank), (more information at EDIRC)
School of Economics, Universiteit Utrecht (University of Utrecht), (more information at EDIRC)

Access statistics for papers by Jacob Bikker.

Last updated 2019-04-05. Update your information in the RePEc Author Service.

Short-id: pbi27


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Working Papers

2018

  1. Herding behavior of Dutch pension funds in asset class investments
    Working Papers, Utrecht School of Economics Downloads View citations (1)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2018) Downloads View citations (1)
  2. The Single Supervisory Mechanism: competitive implications for the banking sectors in the euro area
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2017

  1. Bank Profitability and Risk-Taking under Low Interest Rates
    Working Papers, Utrecht School of Economics Downloads
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2017) Downloads
  2. Bank switching and deposit rates: Evidence for crisis and non-crisis years
    Working Papers, Utrecht School of Economics Downloads
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2017) Downloads
  3. Financial Structure and Macroeconomic Volatility: a Panel Data Analysis
    Working Papers, Utrecht School of Economics Downloads
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2017) Downloads
  4. Herding behaviour of Dutch pension funds in sovereign bond investments
    Working Papers, Utrecht School of Economics Downloads View citations (4)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2017) Downloads View citations (4)
  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)
    DNB Working Papers, Netherlands Central Bank, Research Department (2017) Downloads

    See also Journal Article in Applied Economics (2018)

2016

  1. Competing for savings: how important is creditworthiness during the crisis?
    Working Papers, Utrecht School of Economics Downloads View citations (3)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2016) Downloads View citations (4)

2015

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

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
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2014) Downloads

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 (4)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2013) Downloads View citations (5)

2012

  1. Mean Reversion in Stock Prices: Implications for Long-Term Investors
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    Also in Working Papers, Utrecht School of Economics (2012) Downloads
  2. Performance of the life insurance industry under pressure: efficiency, competition and consolidation
    Working Papers, Utrecht School of Economics Downloads View citations (1)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2012) Downloads View citations (1)

    See also Chapter (2017)
    Journal Article in Risk Management and Insurance Review (2016)

2011

  1. Gravity Models of Trade-based Money Laundering
    Working Papers, Utrecht School of Economics Downloads View citations (1)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2011) Downloads View citations (1)

    See also Journal Article in Applied Economics (2013)
  2. Impact of bank competition on the interest rate pass-through in the euro area
    Post-Print, HAL Downloads View citations (6)
    Also in Working Papers, Utrecht School of Economics (2008) Downloads View citations (55)
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis (2008) Downloads View citations (32)
    Working Paper Series, European Central Bank (2008) Downloads View citations (41)
    Working Papers, Banco de España (2008) Downloads View citations (29)
    DNB Working Papers, Netherlands Central Bank, Research Department (2008) Downloads View citations (32)

    See also Journal Article in Applied Economics (2013)
  3. Investment risk taking by institutional investors
    Working Papers, Utrecht School of Economics Downloads View citations (1)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2011) Downloads View citations (1)

    See also Journal Article in Applied Economics (2013)
  4. Real Pension Rights as a Control Mechanism for Pension Fund Solvency
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (2)
    Also in Working Papers, Utrecht School of Economics (2011) Downloads View citations (1)

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)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2010) Downloads

    See also Journal Article in Journal of International Money and Finance (2012)
  2. The impact of scale, complexity, and service quality on the administrative costs of pension funds: A cross-country comparison
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (1)
    Also in Working Papers, Utrecht School of Economics (2010) Downloads

    See also Journal Article in Journal of Risk & Insurance (2012)

2009

  1. An extended gravity model with substitution applied to international trade
    Working Papers, Utrecht School of Economics Downloads View citations (1)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2009) 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 (14)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2009) Downloads View citations (12)
    DNB Working Papers, Netherlands Central Bank, Research Department (2009) Downloads View citations (17)

    See also Journal Article in The Review of Economics and Statistics (2012)
  3. Measuring and explaining competition in the financial sector
    Working Papers, Utrecht School of Economics Downloads View citations (4)
  4. Pension fund sophistication and investment policy
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (7)
    Also in Working Papers, Utrecht School of Economics (2009) Downloads View citations (2)
  5. Pension funds' asset allocation and participant age: a test of the life-cycle model
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
    See also Journal Article in Journal of Risk & Insurance (2012)
  6. Pension funds’ asset allocation and participant age: a test of the life-cycle model
    Working Papers, Utrecht School of Economics Downloads View citations (10)

2008

  1. How Banking Competition changed over Time
    Working Papers, Utrecht School of Economics Downloads View citations (29)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2008) Downloads View citations (26)
  2. Performance of the Dutch non-life insurance industry: competition, efficiency and focus
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
    Also in Working Papers, Utrecht School of Economics (2008) Downloads View citations (3)
  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 (27)
    Also in Working Papers, Banco de España (2007) Downloads View citations (26)
    DNB Working Papers, Netherlands Central Bank, Research Department (2007) Downloads View citations (31)
    Working Paper Series, European Central Bank (2007) Downloads View citations (40)
    CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2007) Downloads View citations (26)

    See also Journal Article in Applied Economics (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 (19)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2007) Downloads View citations (10)
    DNB Working Papers, Netherlands Central Bank, Research Department (2007) Downloads View citations (1)

    See also Journal Article in International Journal of Central Banking (2010)
  3. The Impact of Market Structure, Contestability and Institutional Environment on Banking Competition
    Working Papers, Utrecht School of Economics Downloads View citations (25)

2006

  1. Conditional Indexation in Defined Benefit Pension Plans
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (9)
  2. Forecasting Market Impact Costs and Identifying Expensive Trades
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    See also Journal Article in Journal of Forecasting (2008)
  3. Misspecifiation of the Panzar-Rosse Model: Assessing Competition in the Banking Industry
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (30)
  4. Pension fund efficiency: the impact of scale, governance and plan design
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (4)
  5. The Impact of Bank Size on Market Power
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (12)

2005

  1. An Exploration into Competition and Efficiency in the Dutch Life Insurance Industry
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (5)
    Also in CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis (2005) Downloads View citations (5)
  2. Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2004

  1. Is bank capital procyclical? A cross-country analysis
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (26)
    See also Journal Article in Credit and Capital Markets (2007)
  2. Market Impact Costs of Institutional Equity Trades
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (5)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2004) Downloads View citations (2)

    See also Journal Article in Journal of International Money and Finance (2007)
  3. The Implementation Shortfall of Institutional Equity Trades
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads View citations (1)
  4. Trends in Competition and Profitability in the Banking Industry: A Basic Framework
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (12)
    See also Book (2005)

2003

  1. Bank Provisioning Behaviour and Procyclicality
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (8)
    Also in Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision (2002) Downloads View citations (7)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2005)
  2. Cyclical Patterns in Profits, Provisioning and Lending of Banks
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (24)
  3. Efficiency and Cost Differences across Countries in a Unified EuropeanBanking Market
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (3)
    Also in Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision (2001) Downloads View citations (12)
  4. Intermediation, integration and internationalisation: a survey on banking in Europe
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision Downloads View citations (8)
    Also in DNB Occasional Studies, Netherlands Central Bank, Research Department (2003) Downloads View citations (1)
  5. 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 Downloads View citations (22)

2002

  1. Economic versus Regulatory Capital for Financial Conglomerates
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision Downloads View citations (9)
    See also Chapter (2003)

2001

  1. Competition, Concentration and their Relationship: an EmpiricalAnalysis of the Banking Industry
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (8)
    Also in Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision (2000) Downloads View citations (26)

    See also Journal Article in Journal of Banking & Finance (2002)
  2. 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 Downloads View citations (17)
    See also Journal Article in BNL Quarterly Review (2002)

2000

  1. Measures of competition and concentration in the banking industry: a review of the literature
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision Downloads View citations (26)

1999

  1. Efficiency in the European banking industry: an exploratory analysis to rank countries
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision Downloads View citations (21)
    See also Journal Article in Brussels Economic Review (2001)

1998

  1. Competition and Concentration in the EU Banking Industry
    Research Series Supervision (discontinued), Netherlands Central Bank, Directorate Supervision Downloads View citations (54)

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

Journal Articles

2018

  1. Bank profitability and risk†taking under low interest rates
    International Journal of Finance & Economics, 2018, 23, (1), 3-18 Downloads
  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
  3. X-efficiency and economies of scale in pension fund administration and investment
    Applied Economics, 2018, 50, (48), 5164-5188 Downloads
    See also Working Paper (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
  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 (1)

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 (2)
    See also Working Paper (2012)
    Chapter (2017)

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 (4)
    See also Working Paper (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 (47)
    See also Working Paper (2011)
  3. Investment risk taking by institutional investors
    Applied Economics, 2013, 45, (33), 4629-4640 Downloads View citations (2)
    See also Working Paper (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 (74)
    See also Working Paper (2009)
  2. Investor sophistication and risk taking
    Journal of Banking & Finance, 2012, 36, (7), 2145-2156 Downloads View citations (4)
  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 (20)
    See also Working Paper (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 (14)
    See also Working Paper (2009)
  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 (7)
    See also Working Paper (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 (47)
    See also Working Paper (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 (14)

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 (13)
    See also Working Paper (2007)
  2. What factors increase the risk of incurring high market impact costs?
    Applied Economics, 2010, 42, (3), 369-387 Downloads View citations (3)

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 Downloads View citations (29)

2008

  1. Competition and efficiency in the Dutch life insurance industry
    Applied Economics, 2008, 40, (16), 2063-2084 Downloads View citations (49)
  2. Forecasting market impact costs and identifying expensive trades
    Journal of Forecasting, 2008, 27, (1), 21-39 Downloads View citations (3)
    See also Working Paper (2006)

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. Is Bank Capital Procyclical? A Cross-Country Analysis
    Credit and Capital Markets, 2007, 40, (2), 225-264 View citations (8)
    See also Working Paper (2004)
  3. Market impact costs of institutional equity trades
    Journal of International Money and Finance, 2007, 26, (6), 974-1000 Downloads View citations (23)
    See also Working Paper (2004)

2005

  1. Bank provisioning behaviour and procyclicality
    Journal of International Financial Markets, Institutions and Money, 2005, 15, (2), 141-157 Downloads View citations (170)
    See also Working Paper (2003)

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 (287)
    See also Working Paper (2001)
  2. Cross-sector diversification in financial conglomerates: simulations with a fair-value assets and liabilities model
    Banca Nazionale del Lavoro Quarterly Review, 2002, 55, (223), 363-389 Downloads
    Also in BNL 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
    BNL Quarterly Review, 2002, 55, (221), 143-175 Downloads View citations (56)
    Also in Banca Nazionale del Lavoro Quarterly Review, 2002, 55, (221), 143-175 (2002) Downloads View citations (53)

    See also Working Paper (2001)

2001

  1. Efficiency in the European banking industry: an exploratory analysis to rank contries
    Brussels Economic Review, 2001, 17 Downloads View citations (1)
    See also Working Paper (1999)

1999

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

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
    Also in Environment and Planning A, 1992, 24, (8), 1097-1116 (1992) Downloads View citations (2)
  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 (8)

1987

  1. An International Trade Flow Model with Substitution: An Extension of the Gravity Model
    Kyklos, 1987, 40, (3), 315-37 View citations (32)

Books

2009

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

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 (26)
    See also Working Paper (2004)

2004

  1. Competition and Efficiency in a Unified European Banking Market
    Books, Edward Elgar Publishing Downloads View citations (30)

Edited books

00

  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
    See also Working Paper (2012)
    Journal Article in Risk Management and Insurance Review (2016)

2003

  1. Economic versus regulatory capital for financial conglomerates
    Chapter 11 in Banking Supervision at the Crossroads, 2003 Downloads
    See also Working Paper (2002)
 
Page updated 2019-05-23