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- 686: The effectiveness of macroprudential policies and capital controls against volatile capital inflows

- Jon Frost, Hiro Ito and René van Stralen
- 685: Monetary policy, productivity, and market concentration

- Andrea Colciago and Riccardo Silvestrini
- 684: Macroeconomic reversal rate: evidence from a nonlinear IS-curve

- Jan Willem End, Paul Konietschke, Anna Samarina and Irina M. Stanga
- 683: Is there anybody out there? Detecting operational outages from LVTS transaction data

- Neville Arjani and Ronald Heijmans
- 682: How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canada's large-value payment system Shaun Byck

- Shaun Byck and Ronald Heijmans
- 681: Shallow or deep? Detecting anomalous flows in the Canadian Automated Clearing and Settlement System using an autoencoder

- Leonard Sabetti and Ronald Heijmans
- 680: Banknote verification relies on vision, feel and a single second

- Frank van der Horst, Jelle Miedema, Joshua Snell and Jan Theeuwes
- 679: Effects of credit restrictions in the Netherlands and lessons for macroprudential policy

- Gabriele Galati, Jan Kakes and Richhild Moessner
- 678: Liquidity Coverage Ratio in a Payments Network: Uncovering Contagion Paths

- Richard Heuver and Ron Berndsen
- 677: Product diversification as a performance boosting strategy? Drivers and impact of diversification strategies in the property-liability insurance industry

- Patty Duijm and Ilke Van Beveren
- 676: Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor

- Martijn Boermans and John Burger
- 675: Banks net interest margins and interest rate risk: communicating vessels?

- Raymond Chaudron, Leo de Haan and Marco Hoeberichts
- 674: Demand shocks for public debt in the Eurozone

- Andras Lengyel and Massimo Giuliodoril
- 673: Capital regulation induced reaching for systematic yield: Financial instability through fire sales

- Martijn Boermans and Bram van der Kroft
- 672: The importance of value chains for euro area trade: a time series perspective

- Duncan Van Limbergen and Robert Vermeulen
- 671: Consumer propensity to adopt PSD2 services: trust for sale?

- Michiel Bijlsma, Carin Cruijsen and Nicole Jonker
- 670: Skating on thin ice: New evidence on financial fragility

- Jasmira Wiersma, Rob Alessie, Adriaan Kalwij, Annamaria Lusardi and Maarten van Rooij
- 669: How banks respond to distress: Shifting risks in Europe's banking union

- Mark Mink, Rodney Ramcharan and Iman Lelyveld
- 668: Crowded trades, market clustering, and price instability

- Marc van Kralingen, Diego Garlaschelli, Karolina Scholtus and Iman Lelyveld
- 667: Corporates dependence on banks: The impact of ECB corporate sector purchases

- Joost Bats
- 665: Bank instability: Interbank linkages and the role of disclosure

- Christian König-Kersting, Stefan Trautmann and Razvan Vlahu
- 664: Evolution of monetary policy frameworks in the post-crisis environment

- Anna Samarina and Nikos Apokoritis
- 663: The economic forces driving FinTech adoption across countries

- Jon Frost
- 635: Heterogeneity and Asymmetric Macroeconomic Effects of Changes in Loan-to-Value Limits

- Jasper De Jong and Emmanuel De Veirman
- 408: Cyclical changes in firm volatility

- Emmanuel De Veirman and Andrew Levin
- 351: When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan

- Emmanuel De Veirman and Andrew Levin