Details about Maarten R.C. van Oordt

Access statistics for papers by Maarten R.C. van Oordt.

Last updated 2024-09-11. Update your information in the RePEc Author Service.

Short-id: poo20

Working Papers

2024

1. On Bubbles in Cryptocurrency Prices
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2023

2. The Crypto Multiplier
   BIS Working Papers, Bank for International Settlements

2022

3. The Demand for Programmable Payments
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
4. The Emerging Autonomy–Stability Choice for Stablecoins
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2021

5. Best Before? Expiring Central Bank Digital Currency and Loss Recovery
   Staff Working Papers, Bank of Canada View citations (6)

2020

6. Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies
   Staff Working Papers, Bank of Canada View citations (9)
   See also Journal Article Why Fixed Costs Matter for Proof-of-Work–Based Cryptocurrencies, Management Science, INFORMS (2023) (2023)

2019

7. Entrepreneurial Incentives and the Role of Initial Coin Offerings
   Staff Working Papers, Bank of Canada View citations (19)
8. Systemic Privacy as a Public Good: A Case for Electronic Cash
   Staff Working Papers, Bank of Canada View citations (13)

2018

9. Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests
   Staff Working Papers, Bank of Canada View citations (3)
   See also Journal Article Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests, Journal of Money, Credit and Banking, Blackwell Publishing (2023) View citations (1) (2023)
10. Modelling the Macrofinancial Effects of a House Price Correction in Canada
    Staff Analytical Notes, Bank of Canada View citations (1)

2017

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

2016

13. Estimating Systematic Risk Under Extremely Adverse Market Conditions
    Staff Working Papers, Bank of Canada
    See also Journal Article Estimating Systematic Risk under Extremely Adverse Market Conditions, Journal of Financial Econometrics, Oxford University Press (2019) View citations (8) (2019)
14. Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions
    Staff Analytical Notes, Bank of Canada View citations (2)
15. On the Value of Virtual Currencies
    Staff Working Papers, Bank of Canada View citations (24)
    See also Journal Article On the Value of Virtual Currencies, Journal of Money, Credit and Banking, Blackwell Publishing (2020) View citations (35) (2020)
16. Timing of Banks’ Loan Loss Provisioning During the Crisis
    Staff Working Papers, Bank of Canada
    See also Journal Article Timing of banks’ loan loss provisioning during the crisis, Journal of Banking & Finance, Elsevier (2018) View citations (3) (2018)

Journal Articles

2023

1. Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests
   Journal of Money, Credit and Banking, 2023, 55, (2-3), 465-501 View citations (1)
   See also Working Paper Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests, Staff Working Papers (2018) View citations (3) (2018)
2. Why Fixed Costs Matter for Proof-of-Work–Based Cryptocurrencies
   Management Science, 2023, 69, (11), 6482-6507
   See also Working Paper Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies, Staff Working Papers (2020) View citations (9) (2020)

2021

3. Privacy as a Public Good: A Case for Electronic Cash
   Journal of Political Economy, 2021, 129, (7), 2157 - 2180 View citations (41)

2020

4. On the Value of Virtual Currencies
   Journal of Money, Credit and Banking, 2020, 52, (4), 835-862 View citations (35)
   See also Working Paper On the Value of Virtual Currencies, Staff Working Papers (2016) View citations (24) (2016)

2019

5. Estimating Systematic Risk under Extremely Adverse Market Conditions
   Journal of Financial Econometrics, 2019, 17, (3), 432-461 View citations (8)
   See also Working Paper Estimating Systematic Risk Under Extremely Adverse Market Conditions, Staff Working Papers (2016) (2016)
6. Systemic risk and bank business models
   Journal of Applied Econometrics, 2019, 34, (3), 365-384 View citations (26)

2018

7. 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 Timing of Banks’ Loan Loss Provisioning During the Crisis, Staff Working Papers (2016) (2016)

2016

8. Systematic Tail Risk
   Journal of Financial and Quantitative Analysis, 2016, 51, (2), 685-705 View citations (56)

2014

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

2012

10. Bank profitability during recessions
    Journal of Banking & Finance, 2012, 36, (9), 2552-2564 View citations (90)
11. The simple econometrics of tail dependence
    Economics Letters, 2012, 116, (3), 371-373 View citations (9)

Chapters

2022

1. The emerging autonomy-stability choice for stablecoins
   Chapter 16 in Central Banks and Supervisory Architecture in Europe, 2022, pp 194-204 View citations (1)