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

Working Papers

2021

1. Best Before? Expiring Central Bank Digital Currency and Loss Recovery
   Staff Working Papers, Bank of Canada View citations (3)

2020

2. Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies
   Staff Working Papers, Bank of Canada View citations (6)

2019

3. Entrepreneurial Incentives and the Role of Initial Coin Offerings
   Staff Working Papers, Bank of Canada View citations (17)
4. Systemic Privacy as a Public Good: A Case for Electronic Cash
   Staff Working Papers, Bank of Canada View citations (6)

2018

5. Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests
   Staff Working Papers, Bank of Canada View citations (2)
6. Modelling the Macrofinancial Effects of a House Price Correction in Canada
   Staff Analytical Notes, Bank of Canada View citations (1)

2017

7. Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators
   Staff Analytical Notes, Bank of Canada
8. Credit Risk Transfer and Bank Insolvency Risk
   Staff Working Papers, Bank of Canada View citations (1)

2016

9. 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)
10. Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions
    Staff Analytical Notes, Bank of Canada View citations (2)
11. 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)
12. 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

1. Privacy as a Public Good: A Case for Electronic Cash
   Journal of Political Economy, 2021, 129, (7), 2157 - 2180 View citations (17)

2020

2. 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

3. 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)
4. Systemic risk and bank business models
   Journal of Applied Econometrics, 2019, 34, (3), 365-384 View citations (12)

2018

5. 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

6. Systematic Tail Risk
   Journal of Financial and Quantitative Analysis, 2016, 51, (2), 685-705 View citations (32)

2014

7. Securitization and the dark side of diversification
   Journal of Financial Intermediation, 2014, 23, (2), 214-231 View citations (12)

2012

8. Bank profitability during recessions
   Journal of Banking & Finance, 2012, 36, (9), 2552-2564 View citations (76)
9. The simple econometrics of tail dependence
   Economics Letters, 2012, 116, (3), 371-373 View citations (7)