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

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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

2021

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

2019

4. The Single Supervisory Mechanism: competitive implications for the banking sectors in the euro area
   Working Papers, Utrecht School of Economics
   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) View citations (1) (2022)

2018

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

2017

6. Bank Profitability and Risk-Taking under Low Interest Rates
   Working Papers, Utrecht School of Economics View citations (20)
7. Bank switching and deposit rates: Evidence for crisis and non-crisis years
   Working Papers, Utrecht School of Economics
8. Financial Structure and Macroeconomic Volatility: a Panel Data Analysis
   Working Papers, Utrecht School of Economics 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) (2019)
9. Herding behaviour of Dutch pension funds in sovereign bond investments
   Working Papers, Utrecht School of Economics View citations (5)
10. X-efficiency and economies of scale in pension fund administration and investment
    Working Papers, Utrecht School of Economics View citations (1)
    Also in 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 (2017) 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) View citations (7) (2018)

2016

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

2015

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

2014

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

2013

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

2012

15. Mean Reversion in Stock Prices: Implications for Long-Term Investors
    Working Papers, Utrecht School of Economics View citations (3)
16. Performance of the life insurance industry under pressure: efficiency, competition and consolidation
    Working Papers, Utrecht School of Economics View citations (4)
    See also 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) View citations (5) (2016)
    Chapter Performance of the life insurance industry under pressure: efficiency, competition and consolidation, Chapters, Edward Elgar Publishing (2017) View citations (1) (2017)

2011

17. Gravity Models of Trade-based Money Laundering
    Working Papers, Utrecht School of Economics View citations (2)
    See also Journal Article Gravity models of trade-based money laundering, Applied Economics, Taylor & Francis Journals (2013) View citations (9) (2013)
18. Impact of bank competition on the interest rate pass-through in the euro area
    Post-Print, HAL View citations (8)
    Also in Working Papers, Banco de España (2008) View citations (64)
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis (2008) View citations (73)
    Working Papers, Utrecht School of Economics (2008) View citations (76)
    Working Paper Series, European Central Bank (2008) 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) View citations (93) (2013)
19. Investment risk taking by institutional investors
    Working Papers, Utrecht School of Economics View citations (1)
    See also Journal Article Investment risk taking by institutional investors, Applied Economics, Taylor & Francis Journals (2013) View citations (4) (2013)
20. Real Pension Rights as a Control Mechanism for Pension Fund Solvency
    Working Papers, Utrecht School of Economics View citations (2)

2010

21. Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century
    Working Papers, Utrecht School of Economics 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) View citations (41) (2012)
22. 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
    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) View citations (17) (2012)

2009

23. An extended gravity model with substitution applied to international trade
    Working Papers, Utrecht School of Economics View citations (3)
24. Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (33)
    Also in Working Papers, Utrecht School of Economics (2009) 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) View citations (137) (2012)
25. Measuring and explaining competition in the financial sector
    Working Papers, Utrecht School of Economics View citations (13)
26. Pension fund sophistication and investment policy
    Working Papers, Utrecht School of Economics View citations (5)
27. Pension funds’ asset allocation and participant age: a test of the life-cycle model
    Working Papers, Utrecht School of Economics View citations (16)

2008

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

2007

31. A new approach to measuring competition in the loan markets of the Euro area
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis View citations (55)
    Also in CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2007) View citations (45)
    Working Paper Series, European Central Bank (2007) View citations (63)
    Working Papers, Banco de España (2007) 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) View citations (85) (2011)
32. Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing
    Working Papers, Utrecht School of Economics 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) View citations (28) (2010)
33. The Impact of Market Structure, Contestability and Institutional Environment on Banking Competition
    Working Papers, Utrecht School of Economics View citations (47)

2005

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

2004

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

1989

36. 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 (2)

Journal Articles

2023

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

2022

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

2020

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

2019

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

2018

7. Bank profitability and risk†taking under low interest rates
   International Journal of Finance & Economics, 2018, 23, (1), 3-18 View citations (28)
8. 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 View citations (7)
9. X-efficiency and economies of scale in pension fund administration and investment
   Applied Economics, 2018, 50, (48), 5164-5188 View citations (7)
   See also Working Paper X-efficiency and economies of scale in pension fund administration and investment, Working Papers (2017) View citations (1) (2017)

2017

10. 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 View citations (3)
11. Is THERE AN OPTIMAL PENSION FUND SIZE? A SCALE-ECONOMY ANALYSIS OF ADMINISTRATIVE COSTS
    Journal of Risk & Insurance, 2017, 84, (2), 739-769 View citations (7)

2016

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

2014

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

2013

15. Gravity models of trade-based money laundering
    Applied Economics, 2013, 45, (22), 3170-3182 View citations (9)
    See also Working Paper Gravity Models of Trade-based Money Laundering, Working Papers (2011) View citations (2) (2011)
16. Impact of bank competition on the interest rate pass-through in the euro area
    Applied Economics, 2013, 45, (11), 1359-1380 View citations (93)
    See also Working Paper Impact of bank competition on the interest rate pass-through in the euro area, Post-Print (2011) View citations (8) (2011)
17. Investment risk taking by institutional investors
    Applied Economics, 2013, 45, (33), 4629-4640 View citations (4)
    See also Working Paper Investment risk taking by institutional investors, Working Papers (2011) View citations (1) (2011)

2012

18. 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 View citations (137)
    See also Working Paper Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium, CAMA Working Papers (2009) View citations (33) (2009)
19. Investor sophistication and risk taking
    Journal of Banking & Finance, 2012, 36, (7), 2145-2156 View citations (10)
20. Mean reversion in international stock markets: An empirical analysis of the 20th century
    Journal of International Money and Finance, 2012, 31, (2), 228-249 View citations (41)
    See also Working Paper Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century, Working Papers (2010) View citations (3) (2010)
21. Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model
    Journal of Risk & Insurance, 2012, 79, (3), 595-618 View citations (23)
22. 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 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) (2010)

2011

23. A new approach to measuring competition in the loan markets of the euro area
    Applied Economics, 2011, 43, (23), 3155-3167 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) View citations (55) (2007)
24. 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

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

2009

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

2008

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

2007

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

2005

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

2002

33. Competition, concentration and their relationship: An empirical analysis of the banking industry
    Journal of Banking & Finance, 2002, 26, (11), 2191-2214 View citations (434)
34. Cross-sector diversification in financial conglomerates: simulations with a fair-value assets and liabilities model
    BNL Quarterly Review, 2002, 55, (223), 363-389
    Also in Banca Nazionale del Lavoro Quarterly Review, 2002, 55, (223), 363-389 (2002)
35. 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 View citations (196)
    Also in Banca Nazionale del Lavoro Quarterly Review, 2002, 55, (221), 143-175 (2002) View citations (199)

2001

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

1999

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

1993

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

1992

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

1987

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

Books

2009

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

2005

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

2004

3. Competition and Efficiency in a Unified European Banking Market
   Books, Edward Elgar Publishing 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 View citations (1)
   See also Working Paper Performance of the life insurance industry under pressure: efficiency, competition and consolidation, Utrecht School of Economics (2012) View citations (4) (2012)
   Journal Article Performance of the Life Insurance Industry Under Pressure: Efficiency, Competition, and Consolidation, American Risk and Insurance Association (2016) View citations (5) (2016)

2007

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

2003

3. Economic versus regulatory capital for financial conglomerates
   Chapter 11 in Banking Supervision at the Crossroads, 2003 View citations (1)