Details about Maarten R.C. van Oordt
Access statistics for papers by Maarten R.C. van Oordt.
Last updated 2021-09-28. Update your information in the RePEc Author Service.
Short-id: poo20
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Working Papers
2021
- Best Before? Expiring Central Bank Digital Currency and Loss Recovery
Staff Working Papers, Bank of Canada View citations (3)
2020
- Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies
Staff Working Papers, Bank of Canada View citations (6)
2019
- Entrepreneurial Incentives and the Role of Initial Coin Offerings
Staff Working Papers, Bank of Canada View citations (17)
- Systemic Privacy as a Public Good: A Case for Electronic Cash
Staff Working Papers, Bank of Canada View citations (6)
2018
- Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests
Staff Working Papers, Bank of Canada View citations (2)
- Modelling the Macrofinancial Effects of a House Price Correction in Canada
Staff Analytical Notes, Bank of Canada View citations (1)
2017
- Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators
Staff Analytical Notes, Bank of Canada
- Credit Risk Transfer and Bank Insolvency Risk
Staff Working Papers, Bank of Canada View citations (1)
2016
- Estimating Systematic Risk Under Extremely Adverse Market Conditions
Staff Working Papers, Bank of Canada 
See also Journal Article in The Journal of Financial Econometrics (2019)
- Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions
Staff Analytical Notes, Bank of Canada View citations (2)
- On the Value of Virtual Currencies
Staff Working Papers, Bank of Canada View citations (22)
See also Journal Article in Journal of Money, Credit and Banking (2020)
- Timing of Banks’ Loan Loss Provisioning During the Crisis
Staff Working Papers, Bank of Canada 
See also Journal Article in Journal of Banking & Finance (2018)
Journal Articles
2021
- Privacy as a Public Good: A Case for Electronic Cash
Journal of Political Economy, 2021, 129, (7), 2157 - 2180 View citations (17)
2020
- On the Value of Virtual Currencies
Journal of Money, Credit and Banking, 2020, 52, (4), 835-862 View citations (19)
See also Working Paper (2016)
2019
- Estimating Systematic Risk under Extremely Adverse Market Conditions
The Journal of Financial Econometrics, 2019, 17, (3), 432-461 View citations (2)
See also Working Paper (2016)
- Systemic risk and bank business models
Journal of Applied Econometrics, 2019, 34, (3), 365-384 View citations (12)
2018
- Timing of banks’ loan loss provisioning during the crisis
Journal of Banking & Finance, 2018, 87, (C), 293-303 View citations (3)
See also Working Paper (2016)
2016
- Systematic Tail Risk
Journal of Financial and Quantitative Analysis, 2016, 51, (2), 685-705 View citations (32)
2014
- Securitization and the dark side of diversification
Journal of Financial Intermediation, 2014, 23, (2), 214-231 View citations (12)
2012
- Bank profitability during recessions
Journal of Banking & Finance, 2012, 36, (9), 2552-2564 View citations (76)
- The simple econometrics of tail dependence
Economics Letters, 2012, 116, (3), 371-373 View citations (7)
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