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Details about Maarten R.C. van Oordt

E-mail:
Homepage:https://research.vu.nl/en/persons/maarten-van-oordt
Postal address:De Boelelaan 1105, 1081 HV Amsterdam, The Netherlands
Workplace:School of Business and Economics, Vrije Universiteit Amsterdam (VU University Amsterdam), (more information at EDIRC)
Tinbergen Instituut (Tinbergen Institute), (more information at EDIRC)

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

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

2020

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

2019

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

2018

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

2017

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

2016

  1. Estimating Systematic Risk Under Extremely Adverse Market Conditions
    Staff Working Papers, Bank of Canada Downloads
    See also Journal Article in The Journal of Financial Econometrics (2019)
  2. Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions
    Staff Analytical Notes, Bank of Canada Downloads View citations (2)
  3. On the Value of Virtual Currencies
    Staff Working Papers, Bank of Canada Downloads View citations (22)
    See also Journal Article in Journal of Money, Credit and Banking (2020)
  4. Timing of Banks’ Loan Loss Provisioning During the Crisis
    Staff Working Papers, Bank of Canada Downloads
    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 Downloads View citations (17)

2020

  1. On the Value of Virtual Currencies
    Journal of Money, Credit and Banking, 2020, 52, (4), 835-862 Downloads View citations (19)
    See also Working Paper (2016)

2019

  1. Estimating Systematic Risk under Extremely Adverse Market Conditions
    The Journal of Financial Econometrics, 2019, 17, (3), 432-461 Downloads View citations (2)
    See also Working Paper (2016)
  2. Systemic risk and bank business models
    Journal of Applied Econometrics, 2019, 34, (3), 365-384 Downloads View citations (12)

2018

  1. Timing of banks’ loan loss provisioning during the crisis
    Journal of Banking & Finance, 2018, 87, (C), 293-303 Downloads View citations (3)
    See also Working Paper (2016)

2016

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

2014

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

2012

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