Details about Robert Vermeulen

Access statistics for papers by Robert Vermeulen.

Last updated 2019-02-28. Update your information in the RePEc Author Service.

Short-id: pve149

Working Papers

2018

1. An energy transition risk stress test for the financial system of the Netherlands
   DNB Occasional Studies, Netherlands Central Bank, Research Department View citations (7)
2. DELFI 2.0, DNB's Macroeconomic Policy Model of the Netherlands
   DNB Occasional Studies, Netherlands Central Bank, Research Department View citations (1)
3. Quantitative easing and preferred habitat investors in the euro area bond market
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (6)
4. The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (1)

2016

5. How competitiveness shocks affect macroeconomic performance across euro area countries
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (3)
   Also in Working Paper Series, European Central Bank (2016) View citations (3)
6. International investment positions revisited: Investor heterogeneity and individual security characteristics
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (14)
7. Perspectief op groei: De Nederlandse economie in beweging
   DNB Occasional Studies, Netherlands Central Bank, Research Department View citations (1)

2015

8. Compendium on the diagnostic toolkit for competitiveness
   Occasional Paper Series, European Central Bank View citations (8)
9. Financial stress indices and financial crises
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (21)
   See also Journal Article in Open Economies Review (2015)
10. Insurance companies' trading behaviour during the European Sovereign debt crisis: Flight home or flight to quality?
    DNB Working Papers, Netherlands Central Bank, Research Department View citations (9)
    See also Journal Article in Journal of Financial Stability (2016)
11. Leading indicators of financial stress: New evidence
    DNB Working Papers, Netherlands Central Bank, Research Department View citations (1)
    See also Journal Article in Journal of Financial Stability (2017)

2014

12. Migrants' choice of remittance channel: Do general payment habits play a role?
    Working Paper Series, European Central Bank View citations (7)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2013) View citations (1)
    See also Journal Article in World Development (2014)

2012

13. Net Foreign Asset (Com)position: Does Financial Development Matter?
    DNB Working Papers, Netherlands Central Bank, Research Department
    See also Journal Article in Journal of International Money and Finance (2014)
14. The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity
    DNB Working Papers, Netherlands Central Bank, Research Department
    Also in LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg (2012) View citations (3)
    See also Journal Article in Applied Economics (2014)

2011

15. International Diversification During the Financial Crisis: A Blessing for Equity Investors?
    DNB Working Papers, Netherlands Central Bank, Research Department View citations (3)
    See also Journal Article in Journal of International Money and Finance (2013)
16. Remittances and Financial Openness
    DNB Working Papers, Netherlands Central Bank, Research Department View citations (12)
    Also in Development Working Papers, Centro Studi Luca d'Agliano, University of Milano (2010) View citations (2)
    CESifo Working Paper Series, CESifo (2010) View citations (1)
    CREA Discussion Paper Series, Center for Research in Economic Analysis, University of Luxembourg (2009) View citations (3)
    See also Journal Article in Regional Science and Urban Economics (2012)
17. Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
    DNB Working Papers, Netherlands Central Bank, Research Department View citations (36)
    Also in LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg (2010) View citations (4)
    See also Journal Article in Journal of International Money and Finance (2012)

2010

18. The International Wealth Channel: A Global Error-Correcting Analysis
    CREA Discussion Paper Series, Center for Research in Economic Analysis, University of Luxembourg View citations (3)
    See also Journal Article in Empirical Economics (2012)

2009

19. 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 CREA Discussion Paper Series, Center for Research in Economic Analysis, University of Luxembourg (2008) View citations (16)
    See also Journal Article in Journal of Banking & Finance (2010)
20. 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

21. Non-Cooperative Solutions for Claims Problems
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (1)

2007

22. 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 (10)
    See also Journal Article in Oxford Economic Papers (2010)

Journal Articles

2019

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

2017

2. Leading indicators of financial stress: New evidence
   Journal of Financial Stability, 2017, 28, (C), 240-257 View citations (11)
   See also Working Paper (2015)

2016

3. 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 (5)
   See also Working Paper (2015)
4. Newton meets Van Leeuwenhoek: Identifying international investors’ common currency preferences
   Finance Research Letters, 2016, 17, (C), 62-65 View citations (8)

2015

5. Financial Stress Indices and Financial Crises
   Open Economies Review, 2015, 26, (3), 383-406 View citations (19)
   See also Working Paper (2015)

2014

6. Migrants’ Choice of Remittance Channel: Do General Payment Habits Play a Role?
   World Development, 2014, 62, (C), 213-227 View citations (9)
   See also Working Paper (2014)
7. Net foreign asset (com)position: Does financial development matter?
   Journal of International Money and Finance, 2014, 43, (C), 88-106 View citations (8)
   See also Working Paper (2012)
8. 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 (3)
   See also Working Paper (2012)

2013

9. International diversification during the financial crisis: A blessing for equity investors?
   Journal of International Money and Finance, 2013, 35, (C), 104-123 View citations (21)
   See also Working Paper (2011)

2012

10. Remittances and financial openness
    Regional Science and Urban Economics, 2012, 42, (5), 844-857 View citations (14)
    See also Working Paper (2011)
11. The international wealth channel: a global error-correcting analysis
    Empirical Economics, 2012, 43, (3), 985-1010 View citations (4)
    See also Working Paper (2010)
12. 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 (70)
    See also Working Paper (2011)

2010

13. Fiscal policy and monetary integration in Europe: an update
    Oxford Economic Papers, 2010, 62, (2), 323-349 View citations (36)
    See also Working Paper (2007)
14. The dark side of global integration: Increasing tail dependence
    Journal of Banking & Finance, 2010, 34, (1), 184-192 View citations (83)
    See also Working Paper (2009)