Details about Rudi Vander Vennet

Access statistics for papers by Rudi Vander Vennet.

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Short-id: pva633

Working Papers

2023

1. Curse and blessing: the effect of the dividend ban on euro area bank valuations and syndicated lending
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration
   See also Journal Article Curse and blessing: The effect of the dividend ban on euro area bank valuations and syndicated lending, Journal of Banking & Finance, Elsevier (2024) (2024)
2. Does BRRD mitigate the bank-to-sovereign risk channel?
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration

2022

3. ECB Monetary Policy and the Term Structure of Bank Default Risk
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (5)
   See also Journal Article ECB Monetary Policy and the Term Structure of Bank Default Risk, JRFM, MDPI (2023) (2023)
4. European bank profitability: the Great Convergence?
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (4)
   See also Journal Article European bank profitability: The great convergence?, Finance Research Letters, Elsevier (2022) View citations (1) (2022)
5. Institutional Shareholders and Bank Capital
   Post-Print, HAL View citations (3)
   See also Journal Article Institutional Shareholders and Bank Capital, Journal of Financial Intermediation, Elsevier (2022) View citations (3) (2022)

2021

6. BRRD credibility and the bank-sovereign nexus
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration
   See also Journal Article BRRD credibility and the bank-sovereign nexus, Applied Economics Letters, Taylor & Francis Journals (2023) View citations (2) (2023)
7. Determinants of European Banks’ Default Risk
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration
   See also Journal Article Determinants of European banks’ default risk, Finance Research Letters, Elsevier (2022) (2022)
8. Does diversification protect European banks' market valuation in a pandemic?
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (2)
   See also Journal Article Does diversification protect European banks’ market valuations in a pandemic?, Finance Research Letters, Elsevier (2022) View citations (3) (2022)

2020

9. ECB Monetary Policy and Bank Default Risk
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (2)
10. Macroprudential policy, monetary policy and Eurozone bank risk
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration
    See also Journal Article Macroprudential Policy, Monetary Policy, and Euro Zone Bank Risk, International Journal of Central Banking, International Journal of Central Banking (2022) (2022)

2019

11. Bank performance in Europe and the US: a divergence in market-to-book ratios
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (3)
    See also Journal Article Bank performance in Europe and the US: A divergence in market-to-book ratios, Finance Research Letters, Elsevier (2021) View citations (10) (2021)
12. MACROPRUDENTIAL POLICY AND BANK SYSTEMIC RISK
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (1)
    See also Journal Article Macroprudential policy and bank systemic risk, Journal of Financial Stability, Elsevier (2020) View citations (61) (2020)
13. Sovereign exposures of European banks: it is not all doom
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration
    See also Journal Article Sovereign Exposures of European Banks: It Is Not All Doom, JRFM, MDPI (2022) View citations (4) (2022)

2016

14. BANK BAILOUTS IN EUROPE AND BANK PERFORMANCE
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (1)
    See also Journal Article Bank bailouts in Europe and bank performance, Finance Research Letters, Elsevier (2017) View citations (13) (2017)
15. The trade-off between monetary policy and bank stability
    Working Paper Research, National Bank of Belgium View citations (14)
    See also Journal Article The Tradeoff between Monetary Policy and Bank Stability, International Journal of Central Banking, International Journal of Central Banking (2019) View citations (12) (2019)

2015

16. BUSINESS MODELS AND THEIR IMPACT ON BANK PERFORMANCE: A LONG-TERM PERSPECTIVE
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (1)
17. Model uncertainty and systematic risk in US banking
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (19)
    See also Journal Article Model uncertainty and systematic risk in US banking, Journal of Banking & Finance, Elsevier (2015) View citations (13) (2015)

2014

18. Do stock markets discipline US bank holding companies: Just monitoring, or also influencing?
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
    Also in Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2012) View citations (4)
    See also Journal Article Do stock markets discipline US Bank Holding Companies: Just monitoring, or also influencing?, The North American Journal of Economics and Finance, Elsevier (2014) View citations (6) (2014)

2012

19. Bank/sovereign risk spillovers in the European debt crisis
    Working Paper Research, National Bank of Belgium View citations (40)
    Also in Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2012) View citations (8)
    See also Journal Article Bank/sovereign risk spillovers in the European debt crisis, Journal of Banking & Finance, Elsevier (2013) View citations (195) (2013)

2011

20. Enhancing Bank Transparency: Risk Ineffciency as a Market Disciplining Mechanism
    2011 Meeting Papers, Society for Economic Dynamics View citations (2)

2009

21. Bank Ownership, Firm Value and Firm Capital Structure in Europe
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research View citations (5)

2008

22. Bank Market Structure and Firm Capital Structure
    Working Paper / FINESS, DIW Berlin, German Institute for Economic Research View citations (1)

2007

23. Competition versus Efficiency: What drives franchise values in European banking?
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (4)
    See also Journal Article Competition versus efficiency: What drives franchise values in European banking?, Journal of Banking & Finance, Elsevier (2008) View citations (55) (2008)

2006

24. Microeconomic determinants of acquisitions of Eastern European banks by Western European banks
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (5)

2005

25. Failure prediction in the Russian bank sector with logit and trait recognition models
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (20)

2004

26. Bank Risk Strategies and Cyclical Variation in Bank Stock Returns
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (5)
27. Bank risks and the business cycle
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (14)
28. Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (9)
    See also Journal Article Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets, Journal of Banking & Finance, Elsevier (2007) View citations (126) (2007)
29. The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium
    Working Paper Research, National Bank of Belgium View citations (27)

2003

30. Determinants of bank interest margins in Central and Eastern Europe. Convergence to the West?
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (6)

2001

31. Efficiency Effects of Bank Mergers and Acquisitions
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (47)

Journal Articles

2024

1. Curse and blessing: The effect of the dividend ban on euro area bank valuations and syndicated lending
   Journal of Banking & Finance, 2024, 163, (C)
   See also Working Paper Curse and blessing: the effect of the dividend ban on euro area bank valuations and syndicated lending, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2023) (2023)

2023

2. BRRD credibility and the bank-sovereign nexus
   Applied Economics Letters, 2023, 30, (10), 1308-1313 View citations (2)
   See also Working Paper BRRD credibility and the bank-sovereign nexus, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2021) (2021)
3. ECB Monetary Policy and the Term Structure of Bank Default Risk
   JRFM, 2023, 16, (12), 1-22
   See also Working Paper ECB Monetary Policy and the Term Structure of Bank Default Risk, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2022) View citations (5) (2022)
4. European bank margins at the zero lower bound
   Journal of International Money and Finance, 2023, 131, (C) View citations (1)

2022

5. Determinants of European banks’ default risk
   Finance Research Letters, 2022, 47, (PA)
   See also Working Paper Determinants of European Banks’ Default Risk, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2021) (2021)
6. Does diversification protect European banks’ market valuations in a pandemic?
   Finance Research Letters, 2022, 44, (C) View citations (3)
   See also Working Paper Does diversification protect European banks' market valuation in a pandemic?, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2021) View citations (2) (2021)
7. ECB monetary policy and bank default risk☆
   Journal of International Money and Finance, 2022, 122, (C) View citations (6)
8. European bank profitability: The great convergence?
   Finance Research Letters, 2022, 49, (C) View citations (1)
   See also Working Paper European bank profitability: the Great Convergence?, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2022) View citations (4) (2022)
9. Institutional Shareholders and Bank Capital
   Journal of Financial Intermediation, 2022, 50, (C) View citations (3)
   See also Working Paper Institutional Shareholders and Bank Capital, Post-Print (2022) View citations (3) (2022)
10. Macroprudential Policy, Monetary Policy, and Euro Zone Bank Risk
    International Journal of Central Banking, 2022, 18, (4), 1-52
    See also Working Paper Macroprudential policy, monetary policy and Eurozone bank risk, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2020) (2020)
11. Sovereign Exposures of European Banks: It Is Not All Doom
    JRFM, 2022, 15, (2), 1-24 View citations (4)
    See also Working Paper Sovereign exposures of European banks: it is not all doom, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2019) (2019)

2021

12. Bank performance in Europe and the US: A divergence in market-to-book ratios
    Finance Research Letters, 2021, 40, (C) View citations (10)
    See also Working Paper Bank performance in Europe and the US: a divergence in market-to-book ratios, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2019) View citations (3) (2019)

2020

13. Macroprudential policy and bank systemic risk
    Journal of Financial Stability, 2020, 47, (C) View citations (61)
    See also Working Paper MACROPRUDENTIAL POLICY AND BANK SYSTEMIC RISK, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2019) View citations (1) (2019)
14. Unconventional monetary policy and bank risk taking
    Journal of International Money and Finance, 2020, 109, (C) View citations (5)

2019

15. The Tradeoff between Monetary Policy and Bank Stability
    International Journal of Central Banking, 2019, 15, (2), 1-42 View citations (12)
    See also Working Paper The trade-off between monetary policy and bank stability, Working Paper Research (2016) View citations (14) (2016)

2017

16. Bank bailouts in Europe and bank performance
    Finance Research Letters, 2017, 22, (C), 74-80 View citations (13)
    See also Working Paper BANK BAILOUTS IN EUROPE AND BANK PERFORMANCE, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2016) View citations (1) (2016)
17. European bank stress test and sovereign exposures
    Applied Economics Letters, 2017, 24, (14), 972-976

2016

18. Business models and bank performance: A long-term perspective
    Journal of Financial Stability, 2016, 22, (C), 57-75 View citations (77)

2015

19. Model uncertainty and systematic risk in US banking
    Journal of Banking & Finance, 2015, 53, (C), 49-66 View citations (13)
    See also Working Paper Model uncertainty and systematic risk in US banking, Other publications TiSEM (2015) View citations (19) (2015)

2014

20. Do stock markets discipline US Bank Holding Companies: Just monitoring, or also influencing?
    The North American Journal of Economics and Finance, 2014, 29, (C), 124-145 View citations (6)
    See also Working Paper Do stock markets discipline US bank holding companies: Just monitoring, or also influencing?, Other publications TiSEM (2014) View citations (3) (2014)

2013

21. Bank/sovereign risk spillovers in the European debt crisis
    Journal of Banking & Finance, 2013, 37, (12), 4793-4809 View citations (195)
    See also Working Paper Bank/sovereign risk spillovers in the European debt crisis, Working Paper Research (2012) View citations (40) (2012)

2008

22. Competition versus efficiency: What drives franchise values in European banking?
    Journal of Banking & Finance, 2008, 32, (9), 1820-1835 View citations (55)
    See also Working Paper Competition versus Efficiency: What drives franchise values in European banking?, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2007) View citations (4) (2007)
23. Determinants of bank interest margins in Central and Eastern Europe: A comparison with the West
    Economic Systems, 2008, 32, (2), 197-216 View citations (124)
24. Risk, Regulation and Competition in Banking and Finance in Transition Economies
    Comparative Economic Studies, 2008, 50, (2), 210-216
25. The Sequence of Bank Liberalisation: Financial Repression versus Capital Requirements in Russia
    Comparative Economic Studies, 2008, 50, (2), 297-317

2007

26. Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets
    Journal of Banking & Finance, 2007, 31, (1), 259-278 View citations (126)
    See also Working Paper Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2004) View citations (9) (2004)
27. Does the stock market value bank diversification?
    Journal of Banking & Finance, 2007, 31, (7), 1999-2023 View citations (287)
28. Microeconomic determinants of acquisitions of Eastern European banks by Western European banks1
    The Economics of Transition, 2007, 15, (2), 285-308 View citations (41)

2003

29. Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach
    European Journal of Operational Research, 2003, 151, (3), 617-632 View citations (26)

2002

30. Cost and Profit Efficiency of Financial Conglomerates and Universal Banks in Europe
    Journal of Money, Credit and Banking, 2002, 34, (1), 254-82 View citations (222)

2001

31. Financiële conglomeraten: Een economisch en strategisch overzicht
    Economic and Social Journal (Economisch en Sociaal Tijdschrift), 2001, 55, (2), 315-347
32. The law of proportionate effect and OECD bank sectors
    Applied Economics, 2001, 33, (4), 539-546 View citations (13)
33. Value-at-risk prediction using context modeling
    The European Physical Journal B: Condensed Matter and Complex Systems, 2001, 20, (4), 481-492

1996

34. The effect of mergers and acquisitions on the efficiency and profitability of EC credit institutions
    Journal of Banking & Finance, 1996, 20, (9), 1531-1558 View citations (151)

1994

35. Economies of scale and scope in EC credit institutions
    Brussels Economic Review, 1994, 144, 507-548 View citations (5)