Details about Robert Vermeulen

Access statistics for papers by Robert Vermeulen.

Last updated 2025-03-17. Update your information in the RePEc Author Service.

Short-id: pve149

Working Papers

2025

1. Quantitative easing and preferred habitat investors in the euro area bond market
   Working Papers, DNB

2021

2. Spillover effects of sovereign bond purchases in the euro area
   Working Papers, DNB View citations (2)
   See also Journal Article Spillover Effects of Sovereign Bond Purchases in the Euro Area, International Journal of Central Banking, International Journal of Central Banking (2024) View citations (2) (2024)

2020

3. Central Bank Digital Currency - Objectives, preconditions and design choices
   Occasional Studies, DNB View citations (4)
4. The importance of value chains for euro area trade: a time series perspective
   Working Papers, DNB View citations (1)

2016

5. How competitiveness shocks affect macroeconomic performance across euro area countries
   Working Paper Series, European Central Bank View citations (9)

2015

6. Compendium on the diagnostic toolkit for competitiveness
   Occasional Paper Series, European Central Bank View citations (9)

2014

7. Migrants' choice of remittance channel: Do general payment habits play a role?
   Working Paper Series, European Central Bank View citations (21)
   See also Journal Article Migrants’ Choice of Remittance Channel: Do General Payment Habits Play a Role?, World Development, Elsevier (2014) View citations (21) (2014)

2012

8. The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (3)
   See also Journal Article The 2007--2009 financial crisis: changing market dynamics and the impact of credit supply and aggregate demand sensitivity, Applied Economics, Taylor & Francis Journals (2014) View citations (6) (2014)

2010

9. Remittances and Financial Openness
   CESifo Working Paper Series, CESifo View citations (3)
   Also in DEM Discussion Paper Series, Department of Economics at the University of Luxembourg (2009) View citations (9)
   Development Working Papers, Centro Studi Luca d'Agliano, University of Milano (2010) View citations (3)
   See also Journal Article Remittances and financial openness, Regional Science and Urban Economics, Elsevier (2012) View citations (30) (2012)
10. The International Wealth Channel: A Global Error-Correcting Analysis
    DEM Discussion Paper Series, Department of Economics at the University of Luxembourg View citations (3)
    See also Journal Article The international wealth channel: a global error-correcting analysis, Empirical Economics, Springer (2012) View citations (5) (2012)
11. Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (5)
    See also Journal Article Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates, Journal of International Money and Finance, Elsevier (2012) View citations (99) (2012)

2009

12. The Dark Side of Global Integration: Increasing Tail Dependence
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (1)
    Also in DEM Discussion Paper Series, Department of Economics at the University of Luxembourg (2008) View citations (16)
    See also Journal Article The dark side of global integration: Increasing tail dependence, Journal of Banking & Finance, Elsevier (2010) View citations (131) (2010)
13. The international wealth effect: a global error-correcting analysis
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (2)

2008

14. Fiscal policy and monetary integration in Europe: an update
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (1)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2007) View citations (11)
    See also Journal Article Fiscal policy and monetary integration in Europe: an update, Oxford Economic Papers, Oxford University Press (2010) View citations (45) (2010)
15. Non-Cooperative Solutions for Claims Problems
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (4)

Journal Articles

2025

1. Cyber resilience stress testing from a macroprudential perspective
   Macroprudential Bulletin, 2025, 27

2024

2. Spillover Effects of Sovereign Bond Purchases in the Euro Area
   International Journal of Central Banking, 2024, 20, (2), 343-389 View citations (2)
   See also Working Paper Spillover effects of sovereign bond purchases in the euro area, Working Papers (2021) View citations (2) (2021)

2021

3. Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt
   Journal of International Money and Finance, 2021, 119, (C) View citations (9)
4. The heat is on: A framework for measuring financial stress under disruptive energy transition scenarios
   Ecological Economics, 2021, 190, (C) View citations (25)

2020

5. International investment positions revisited: Investor heterogeneity and individual security characteristics
   Review of International Economics, 2020, 28, (2), 466-496 View citations (7)

2019

6. Heterogeneous effects of competitiveness shocks on macroeconomic performance across euro area countries
   The World Economy, 2019, 42, (1), 68-86 View citations (2)

2017

7. Leading indicators of financial stress: New evidence
   Journal of Financial Stability, 2017, 28, (C), 240-257 View citations (20)

2016

8. Insurance companies’ trading behaviour during the European sovereign debt crisis: Flight home or flight to quality?
   Journal of Financial Stability, 2016, 27, (C), 137-154 View citations (20)
9. Newton meets Van Leeuwenhoek: Identifying international investors’ common currency preferences
   Finance Research Letters, 2016, 17, (C), 62-65 View citations (14)

2015

10. Financial Stress Indices and Financial Crises
    Open Economies Review, 2015, 26, (3), 383-406 View citations (41)

2014

11. Migrants’ Choice of Remittance Channel: Do General Payment Habits Play a Role?
    World Development, 2014, 62, (C), 213-227 View citations (21)
    See also Working Paper Migrants' choice of remittance channel: Do general payment habits play a role?, Working Paper Series (2014) View citations (21) (2014)
12. Net foreign asset (com)position: Does financial development matter?
    Journal of International Money and Finance, 2014, 43, (C), 88-106 View citations (16)
13. The 2007--2009 financial crisis: changing market dynamics and the impact of credit supply and aggregate demand sensitivity
    Applied Economics, 2014, 46, (8), 895-911 View citations (6)
    See also Working Paper The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity, LSF Research Working Paper Series (2012) View citations (3) (2012)

2013

14. International diversification during the financial crisis: A blessing for equity investors?
    Journal of International Money and Finance, 2013, 35, (C), 104-123 View citations (28)

2012

15. Remittances and financial openness
    Regional Science and Urban Economics, 2012, 42, (5), 844-857 View citations (30)
    See also Working Paper Remittances and Financial Openness, CESifo Working Paper Series (2010) View citations (3) (2010)
16. The international wealth channel: a global error-correcting analysis
    Empirical Economics, 2012, 43, (3), 985-1010 View citations (5)
    See also Working Paper The International Wealth Channel: A Global Error-Correcting Analysis, DEM Discussion Paper Series (2010) View citations (3) (2010)
17. Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates
    Journal of International Money and Finance, 2012, 31, (3), 517-533 View citations (99)
    See also Working Paper Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates, LSF Research Working Paper Series (2010) View citations (5) (2010)

2010

18. Fiscal policy and monetary integration in Europe: an update
    Oxford Economic Papers, 2010, 62, (2), 323-349 View citations (45)
    See also Working Paper Fiscal policy and monetary integration in Europe: an update, Research Memorandum (2008) View citations (1) (2008)
19. The dark side of global integration: Increasing tail dependence
    Journal of Banking & Finance, 2010, 34, (1), 184-192 View citations (131)
    See also Working Paper The Dark Side of Global Integration: Increasing Tail Dependence, LSF Research Working Paper Series (2009) View citations (1) (2009)