Details about Jacob Bikker
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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Working Papers
2024
- Large pension funds do not invest more effectively than smaller pension funds
Working Papers, DNB
2021
- Have scale effects on cost margins of pension fund investment portfolios disappeared?
Working Papers, Utrecht School of Economics 
Also in Working Papers, DNB (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)
- 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
- 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
- Herding behavior of Dutch pension funds in asset class investments
Working Papers, Utrecht School of Economics View citations (2)
2017
- Bank Profitability and Risk-Taking under Low Interest Rates
Working Papers, Utrecht School of Economics View citations (20)
- Bank switching and deposit rates: Evidence for crisis and non-crisis years
Working Papers, Utrecht School of Economics
- 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)
- Herding behaviour of Dutch pension funds in sovereign bond investments
Working Papers, Utrecht School of Economics View citations (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 View citations (1)
Also in Working Papers, Utrecht School of Economics (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
- Competing for savings: how important is creditworthiness during the crisis?
Working Papers, Utrecht School of Economics View citations (4)
2015
- The Optimum Size of Local Public Administration
Working Papers, Utrecht School of Economics View citations (1)
2014
- 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
- 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
- Mean Reversion in Stock Prices: Implications for Long-Term Investors
Working Papers, Utrecht School of Economics View citations (3)
- Performance of the life insurance industry under pressure: efficiency, competition and consolidation
Working Papers, Utrecht School of Economics View citations (4)
See also Chapter Performance of the life insurance industry under pressure: efficiency, competition and consolidation, Chapters, Edward Elgar Publishing (2017) 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) View citations (5) (2016)
2011
- 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)
- Impact of bank competition on the interest rate pass-through in the euro area
Post-Print, HAL View citations (7)
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)
- 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)
- Real Pension Rights as a Control Mechanism for Pension Fund Solvency
Working Papers, Utrecht School of Economics View citations (2)
2010
- 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)
- 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
- An extended gravity model with substitution applied to international trade
Working Papers, Utrecht School of Economics View citations (3)
- Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium
Working Papers, Utrecht School of Economics View citations (33)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (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)
- Measuring and explaining competition in the financial sector
Working Papers, Utrecht School of Economics View citations (13)
- Pension fund sophistication and investment policy
Working Papers, Utrecht School of Economics View citations (5)
- Pension funds’ asset allocation and participant age: a test of the life-cycle model
Working Papers, Utrecht School of Economics View citations (16)
2008
- How Banking Competition changed over Time
Working Papers, Utrecht School of Economics View citations (47)
- Performance of the Dutch non-life insurance industry: competition, efficiency and focus
Working Papers, Utrecht School of Economics View citations (8)
- Sizing up performance measures in the financial services sector
Working Papers, Utrecht School of Economics
2007
- 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)
- 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)
- The Impact of Market Structure, Contestability and Institutional Environment on Banking Competition
Working Papers, Utrecht School of Economics View citations (47)
2005
- 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
- The Implementation Shortfall of Institutional Equity Trades
Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (2)
1989
- 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
- Herd Behaviour of Pension Funds by Asset Class
International Journal of Economics and Finance, 2023, 15, (2), 26
2022
- 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)
- Herd behavior of pension funds in sovereign bond investments
Journal of Pension Economics and Finance, 2022, 21, (4), 475-501 View citations (1)
- 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
- 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
- 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
- Bank profitability and risk†taking under low interest rates
International Journal of Finance & Economics, 2018, 23, (1), 3-18 View citations (27)
- 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)
- 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, ERIM Report Series Research in Management (2017) View citations (1) (2017)
2017
- 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)
- 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
- 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)
- Scale economies in local public administration
Local Government Studies, 2016, 42, (3), 441-463 View citations (11)
2014
- Measuring and explaining implicit risk sharing in defined benefit pension funds
Applied Economics, 2014, 46, (17), 1996-2009
2013
- 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)
- 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 (7) (2011)
- 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
- 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, Working Papers (2009) View citations (33) (2009)
- Investor sophistication and risk taking
Journal of Banking & Finance, 2012, 36, (7), 2145-2156 View citations (10)
- 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)
- 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)
- 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
- 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)
- 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
- 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)
- What factors increase the risk of incurring high market impact costs?
Applied Economics, 2010, 42, (3), 369-387 View citations (4)
2009
- 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
- Competition and efficiency in the Dutch life insurance industry
Applied Economics, 2008, 40, (16), 2063-2084 View citations (71)
- Forecasting market impact costs and identifying expensive trades
Journal of Forecasting, 2008, 27, (1), 21-39 View citations (5)
2007
- 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)
- Market impact costs of institutional equity trades
Journal of International Money and Finance, 2007, 26, (6), 974-1000 View citations (30)
2005
- Bank provisioning behaviour and procyclicality
Journal of International Financial Markets, Institutions and Money, 2005, 15, (2), 141-157 View citations (261)
2002
- Competition, concentration and their relationship: An empirical analysis of the banking industry
Journal of Banking & Finance, 2002, 26, (11), 2191-2214 View citations (434)
- 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)
- 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 View citations (198)
Also in BNL Quarterly Review, 2002, 55, (221), 143-175 (2002) View citations (195)
2001
- Efficiency in the European banking industry: an exploratory analysis to rank contries
Brussels Economic Review, 2001, 17 View citations (6)
1999
- 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
- 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
- A Regional Supply and Demand Model for Inpatient Hospital Care
Environment and Planning A, 1992, 24, (8), 1097-1116 View citations (8)
- 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
- An International Trade Flow Model with Substitution: An Extension of the Gravity Model
Kyklos, 1987, 40, (3), 315-337 View citations (48)
Books
2009
- Productivity in the Financial Services Sector
SUERF Studies, SUERF - The European Money and Finance Forum View citations (3)
2005
- 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
- Competition and Efficiency in a Unified European Banking Market
Books, Edward Elgar Publishing View citations (98)
Edited books
Undated
- Handbook of Competition in Banking and Finance
Books, Edward Elgar Publishing
Chapters
2017
- 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 Journal Article Performance of the Life Insurance Industry Under Pressure: Efficiency, Competition, and Consolidation, American Risk and Insurance Association (2016) View citations (5) (2016) Working Paper Performance of the life insurance industry under pressure: efficiency, competition and consolidation, Utrecht School of Economics (2012) View citations (4) (2012)
2007
- Operating costs of pension schemes
Springer View citations (4)
2003
- Economic versus regulatory capital for financial conglomerates
Chapter 11 in Banking Supervision at the Crossroads, 2003 View citations (1)
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