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Details about Dirk Broeders

Homepage:https://www.dnb.nl/en/research/personal-pages/dirk-broeders/
Workplace:School of Business and Economics, Maastricht University, (more information at EDIRC)
de Nederlandsche Bank (Netherlands Central Bank), (more information at EDIRC)

Access statistics for papers by Dirk Broeders.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pbr635


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Working Papers

2024

  1. Central Bank Capital and Shareholder Relationship
    Working Papers, DNB Downloads
  2. Climate-Linked Bonds
    Working Papers, DNB Downloads
  3. The European Carbon Bond Premium
    Working Papers, DNB Downloads

2023

  1. Walk the green talk? A textual analysis of pension funds’ disclosures of sustainable investing
    Working Papers, DNB Downloads

2022

  1. How QE changes the nature of sovereign risk
    Working Papers, DNB Downloads View citations (2)
    See also Journal Article How quantitative easing changes the nature of sovereign risk, Journal of International Money and Finance, Elsevier (2023) Downloads View citations (4) (2023)
  2. On the capitalisation of central banks
    Occasional Studies, DNB Downloads View citations (3)

2021

  1. Pension Funds and Drivers of Heterogeneous Investment Strategies
    Working Papers, DNB Downloads

2020

  1. The impact of trustees' age and representation on strategic asset allocations
    Working Papers, DNB Downloads View citations (1)

2016

  1. Interest Rate Models for Pension and Insurance Regulation
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)

2014

  1. Duurzame Vormgeving van het Nederlandse Collectieve Aanvullende Pensioen
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2012

  1. Dutch pension system reform – A step closer to the ideal system?
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)

2010

  1. Essays on the valuation of discretionary liabilities and pension fund investment policy
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2009

  1. Pension funds’ asset allocation and participant age: a test of the life-cycle model
    Working Papers, Utrecht School of Economics Downloads View citations (16)

2007

  1. Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing
    Working Papers, Utrecht School of Economics Downloads View citations (25)

Journal Articles

2024

  1. Nature-related financial risks and central bank risk management
    Journal of Risk Management in Financial Institutions, 2024, 17, (3), 316-331 Downloads

2023

  1. Central bank capital management
    Journal of Risk Management in Financial Institutions, 2023, 16, (3), 304-315 Downloads
  2. How quantitative easing changes the nature of sovereign risk
    Journal of International Money and Finance, 2023, 137, (C) Downloads View citations (4)
    See also Working Paper How QE changes the nature of sovereign risk, Working Papers (2022) Downloads View citations (2) (2022)
  3. Pricing of climate transition risks across different financial markets
    Journal of Risk Management in Financial Institutions, 2023, 16, (2), 102-115 Downloads View citations (1)

2021

  1. Climate change uncertainty and central bank risk management
    Journal of Risk Management in Financial Institutions, 2021, 14, (2), 121-130 Downloads View citations (2)
  2. Pension Funds' Herding
    International Journal of Central Banking, 2021, 17, (1), 285-330 Downloads View citations (1)
  3. Pension fund's illiquid assets allocation under liquidity and capital requirements
    Journal of Pension Economics and Finance, 2021, 20, (1), 102-124 Downloads View citations (3)
  4. The economics of sharing macro-longevity risk
    Insurance: Mathematics and Economics, 2021, 99, (C), 440-458 Downloads View citations (3)

2020

  1. Benchmark selection and performance
    Journal of Pension Economics and Finance, 2020, 19, (4), 511-531 Downloads View citations (3)

2019

  1. Does it pay to pay performance fees? Empirical evidence from Dutch pension funds
    Journal of International Money and Finance, 2019, 93, (C), 299-312 Downloads View citations (5)

2018

  1. A methodology for actively managing tail risks and uncertainties
    Journal of Risk Management in Financial Institutions, 2018, 12, (1), 44-56 Downloads

2017

  1. Sustainability of participation in collective pension schemes: An option pricing approach
    Insurance: Mathematics and Economics, 2017, 74, (C), 182-196 Downloads View citations (6)

2016

  1. Scale economies in pension fund investments: A dissection of investment costs across asset classes
    Journal of International Money and Finance, 2016, 67, (C), 147-171 Downloads View citations (13)

2014

  1. Collective pension schemes and individual choice*
    Journal of Pension Economics and Finance, 2014, 13, (2), 210-225 Downloads View citations (10)
  2. What Drives Pension Indexation in Turbulent Times? An Empirical Examination of Dutch Pension Funds
    De Economist, 2014, 162, (1), 41-70 Downloads View citations (3)

2013

  1. Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support
    Journal of Risk & Insurance, 2013, 80, (2), 239-272 Downloads View citations (8)
  2. Valuation of liabilities in hybrid pension plans
    Applied Financial Economics, 2013, 23, (15), 1215-1229 Downloads View citations (4)

2012

  1. Dutch Pension System Reform. A Step Closer to the Ideal System Design
    ifo DICE Report, 2012, 10, (03), 65-76 Downloads View citations (3)

2011

  1. A utility-based comparison of pension funds and life insurance companies under regulatory constraints
    Insurance: Mathematics and Economics, 2011, 49, (1), 1-10 Downloads View citations (9)

2010

  1. Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options
    Journal of Banking & Finance, 2010, 34, (6), 1201-1214 Downloads View citations (13)
  2. Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk
    Journal of Risk & Insurance, 2010, 77, (4), 911-934 Downloads View citations (20)

2006

  1. Book Review
    De Economist, 2006, 154, (4), 607-608 Downloads

Edited books

2008

  1. Frontiers in Pension Finance
    Books, Edward Elgar Publishing Downloads View citations (12)

Chapters

2008

  1. An Introduction to Frontiers in Pension Finance
    Chapter 1 in Frontiers in Pension Finance, 2008 Downloads
 
Page updated 2025-02-05