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Details about Jan Willem van den End

E-mail:
Homepage:https://www.dnb.nl/en/onderzoek-2/onderzoekers/overzicht-persoonlijke-paginas/dnb260673.jsp
Workplace:de Nederlandsche Bank (Netherlands Central Bank), (more information at EDIRC)
Afdeling Economie (Department of Economics), School of Business and Economics, Vrije Universiteit Amsterdam (VU University Amsterdam), (more information at EDIRC)

Access statistics for papers by Jan Willem van den End.

Last updated 2019-11-02. Update your information in the RePEc Author Service.

Short-id: pen43


Jump to Journal Articles Books Chapters

Working Papers

2019

  1. Effects of QE on sovereign bond spreads through the safe asset channel
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
  2. Fundamental uncertainty about the natural rate of interest: Info-gap as guide for monetary policy
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
  3. The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2018

  1. Revisiting the central bank's lender of last resort function
    DNB Occasional Studies, Netherlands Central Bank, Research Department Downloads View citations (1)
  2. The natural rate of interest from a monetary and financial perspective
    DNB Occasional Studies, Netherlands Central Bank, Research Department Downloads View citations (1)

2017

  1. Applying complexity theory to interest rates: Evidence of critical transitions in the euro area
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    See also Journal Article in Credit and Capital Markets (2019)
  2. Assessing the effective stance of monetary policy: A factor-based approach
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
  3. Fundamental uncertainty and unconventional monetary policy: an info-gap approach
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    Also in Working Papers, Bruegel (2017) Downloads

2016

  1. Lenders on the storm of wholesale funding shocks: Saved by the central bank?
    Working Paper Series, European Central Bank Downloads View citations (4)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2015) Downloads View citations (2)

    See also Journal Article in Applied Economics (2017)
  2. The signalling content of asset prices for inflation: Implications for Quantitative Easing
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    See also Journal Article in Economic Systems (2018)

2015

  1. Central bank balance sheet policies and inflation expectations
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (5)
    See also Journal Article in Open Economies Review (2017)

2014

  1. Low real rates as driver of secular stagnation: empirical assessment
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    See also Journal Article in Japan and the World Economy (2018)

2013

  1. A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
    See also Journal Article in The European Journal of Finance (2016)
  2. Are European sovereign bonds fairly priced? The role of modeling uncertainty
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (7)
    See also Journal Article in Journal of International Money and Finance (2014)
  3. Unconventional monetary policy of the ECB during the financial crisis: An assessment and new evidence
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (34)
    See also Chapter (2013)

2012

  1. Bank liquidity, the maturity ladder, and regulation
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
    See also Journal Article in Journal of Banking & Finance (2013)
  2. Modelling the liquidity ratio as macroprudential instrument
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (2)
    See also Journal Article in Journal of Banking Regulation (2013)
  3. The interaction between the central bank and government in tail risk scenarios
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2011

  1. Banks' responses to funding liquidity shocks: lending adjustment, liquidity hoarding and fire sales
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (5)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)
  2. Statistical evidence on the mean reversion of interest rates
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2010

  1. Liquidity Stress-Tester: Do Basel III and Unconventional Monetary Policy Work?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (2)
    See also Journal Article in Applied Financial Economics (2012)
  2. Macro-effects of higher capital and liquidity requirements for banks
    DNB Occasional Studies, Netherlands Central Bank, Research Department Downloads View citations (7)
  3. Trading off monetary and financial stability: a balance of risk framework
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (1)

2009

  1. Distortionary effects of anti-crisis measures and how to limit them, DNB Occasional Studies
    DNB Occasional Studies, Netherlands Central Bank, Research Department Downloads View citations (1)
  2. When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
    See also Journal Article in Journal of Financial Stability (2012)

2008

  1. Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (7)
    See also Journal Article in CESifo Economic Studies (2010)

2006

  1. Indicator and boundaries of financial stability
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (16)
  2. Modelling Scenario Analysis and Macro Stress-testing
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (14)

2005

  1. Measuring Financial Stability: Applying the MfRisk Model to the Netherlands
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (10)

2003

  1. Financial behaviour of Dutch households: analysis of the DNB Household Survey 2003
    MEB Series (discontinued), Netherlands Central Bank, Monetary and Economic Policy Department Downloads View citations (5)
    Also in WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department (2003) Downloads View citations (3)

    See also Chapter (2005)
  2. Pensions and public opinion: a survey among Dutch households
    MEB Series (discontinued), Netherlands Central Bank, Monetary and Economic Policy Department Downloads View citations (16)
    Also in WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department (2003) Downloads View citations (6)

2002

  1. De samenhang tussen beurskoersen en huizenprijzen
    MEB Series (discontinued), Netherlands Central Bank, Monetary and Economic Policy Department Downloads
    See also Journal Article in Applied Economics Letters (2004)
  2. Portfolio Management by Dutch Households: an Analysis on the Basis of Basis of Survey
    WO Research Memoranda (discontinued), Netherlands Central Bank, Research Department Downloads
  3. Portfolio management by Dutch households: an analysis on the basis of a survey
    MEB Series (discontinued), Netherlands Central Bank, Monetary and Economic Policy Department Downloads

Journal Articles

2019

  1. Applying Complexity Theory to Interest Rates: Evidence of Critical Transitions in the Euro Area
    Credit and Capital Markets, 2019, 52, (1), 1-33
    See also Working Paper (2017)

2018

  1. Evaluating monetary policy rules under fundamental uncertainty: An info-gap approach
    Economic Modelling, 2018, 73, (C), 55-70 Downloads View citations (1)
  2. Low real rates as driver of secular stagnation: Empirical assessment
    Japan and the World Economy, 2018, 46, (C), 29-40 Downloads View citations (3)
    See also Working Paper (2014)
  3. The signalling content of asset prices for inflation: Implications for quantitative easing
    Economic Systems, 2018, 42, (1), 45-63 Downloads View citations (1)
    See also Working Paper (2016)

2017

  1. Central Bank Balance Sheet Policies and Inflation Expectations
    Open Economies Review, 2017, 28, (3), 499-522 Downloads View citations (1)
    See also Working Paper (2015)
  2. Lenders on the storm of wholesale funding shocks: saved by the central bank?
    Applied Economics, 2017, 49, (46), 4679-4703 Downloads View citations (5)
    See also Working Paper (2016)

2016

  1. A macroprudential approach to address liquidity risk with the loan-to-deposit ratio
    The European Journal of Finance, 2016, 22, (3), 237-253 Downloads View citations (8)
    See also Working Paper (2013)
  2. Quantitative easing tilts the balance between monetary and macroprudential policy
    Applied Economics Letters, 2016, 23, (10), 743-746 Downloads View citations (1)

2014

  1. Are European sovereign bonds fairly priced? The role of modelling uncertainty
    Journal of International Money and Finance, 2014, 47, (C), 239-267 Downloads View citations (19)
    See also Working Paper (2013)
  2. The breakdown of the money multiplier at the zero lower bound
    Applied Economics Letters, 2014, 21, (13), 875-877 Downloads View citations (2)

2013

  1. Bank liquidity, the maturity ladder, and regulation
    Journal of Banking & Finance, 2013, 37, (10), 3930-3950 Downloads View citations (21)
    See also Working Paper (2012)
  2. Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 152-174 Downloads View citations (29)
    See also Working Paper (2011)
  3. Modelling the liquidity ratio as macroprudential instrument
    Journal of Banking Regulation, 2013, 14, (2), 91-106 Downloads View citations (12)
    See also Working Paper (2012)

2012

  1. Liquidity stress-tester: do Basel III and unconventional monetary policy work?
    Applied Financial Economics, 2012, 22, (15), 1233-1257 Downloads View citations (9)
    See also Working Paper (2010)
  2. When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour
    Journal of Financial Stability, 2012, 8, (2), 107-120 Downloads View citations (23)
    See also Working Paper (2009)

2010

  1. Liquidity Stress-Tester: A Model for Stress-testing Banks' Liquidity Risk
    CESifo Economic Studies, 2010, 56, (1), 38-69 Downloads View citations (6)
    See also Working Paper (2008)

2004

  1. Do stock prices affect house prices? Evidence for the Netherlands
    Applied Economics Letters, 2004, 11, (12), 741-744 Downloads View citations (16)
    See also Working Paper (2002)

Books

2013

  1. 50 Years of Money and Finance: Lessons and Challenges
    SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges, SUERF - The European Money and Finance Forum Downloads View citations (8)

Chapters

2014

  1. Financial cycles and macroprudential policy
    Chapter 17 in Financial Cycles and the Real Economy, 2014, pp 293-302 Downloads

2013

  1. Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence
    SUERF - The European Money and Finance Forum Downloads View citations (35)
    See also Working Paper (2013)

2005

  1. Financial behaviour of Dutch households: analysis of the DNB Household Survey 2003
    A chapter in Investigating the relationship between the financial and real economy, 2005, vol. 22, pp 21-39 Downloads View citations (2)
    See also Working Paper (2003)
 
Page updated 2019-12-10