| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Are European sovereign bonds fairly priced? The role of modeling uncertainty |
0 |
0 |
1 |
41 |
0 |
0 |
10 |
94 |
| Are non-risk based capital requirements for insurance companies binding? |
1 |
1 |
4 |
187 |
6 |
14 |
22 |
828 |
| Asset Price Shocks, Real Expenditures, and Financial Structure: A Multi-Country Analysis |
0 |
0 |
1 |
141 |
0 |
1 |
5 |
429 |
| Asset Price Shocks, Real Expenditures, and Financial Structure: A Multi-Country Analysis |
1 |
1 |
3 |
186 |
3 |
5 |
16 |
645 |
| Asset Price Shocks, Real Expenditures, and Financial Structure:A Multi-Country Analysis |
0 |
0 |
1 |
1 |
0 |
2 |
5 |
23 |
| Asymmetric Price Adjustment in the Dutch Mortgage Market |
0 |
0 |
0 |
204 |
1 |
2 |
7 |
858 |
| Bank Profitability during Recessions |
2 |
3 |
12 |
223 |
8 |
20 |
54 |
673 |
| Bank liquidity, the maturity ladder, and regulation |
1 |
4 |
7 |
155 |
6 |
15 |
50 |
820 |
| Banks' net interest margins and interest rate risk: communicating vessels? |
2 |
4 |
8 |
9 |
5 |
12 |
34 |
39 |
| Banks' responses to funding liquidity shocks: lending adjustment, liquidity hoarding and fire sales |
1 |
2 |
8 |
258 |
3 |
10 |
36 |
595 |
| Benchmark selection and performance |
0 |
0 |
0 |
13 |
2 |
3 |
12 |
55 |
| Capital Structure, Corporate Goverance, and Monetary Policy: Firm-Level Evidence for the Euro Area |
1 |
3 |
3 |
321 |
3 |
8 |
17 |
1,095 |
| Corporate Governance, Relationship Lending and Monetary Policy: Firm-Level Evidence for the Euro Area |
0 |
0 |
0 |
104 |
1 |
3 |
4 |
550 |
| Corporate governance, relationship lending and monetary lending monetary policy: firm-level evidence for the Euro area |
0 |
0 |
1 |
8 |
2 |
3 |
7 |
32 |
| Debt or equity? An empirical study of security issues by Dutch companies |
0 |
0 |
4 |
339 |
0 |
1 |
9 |
1,093 |
| Does market timing drive capital structures? A panel data study for Dutch firms |
0 |
1 |
5 |
756 |
9 |
14 |
43 |
2,249 |
| European banks after the global financial crisis: Peak accumulated losses, twin crises and business models |
0 |
1 |
9 |
68 |
2 |
8 |
31 |
184 |
| External Shocks and Macroeconomic Policy: Simulations with EUROMON |
0 |
0 |
1 |
61 |
0 |
0 |
4 |
231 |
| Financial Institutions’ Business Models and the Global Transmission of Monetary Policy |
0 |
0 |
2 |
52 |
3 |
8 |
22 |
110 |
| Financial institutions' business models and the global transmission of monetary policy |
0 |
0 |
2 |
59 |
2 |
7 |
20 |
95 |
| Financing the New Economy: Are ICT Firms Really That Different? |
0 |
0 |
0 |
145 |
0 |
0 |
9 |
667 |
| Inflationary Risks for the Euro Area: Simulations with EUROMON |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
243 |
| Is fiscal policy in the euro area Ricardian? |
0 |
0 |
2 |
116 |
2 |
2 |
8 |
51 |
| Lenders on the storm of wholesale funding shocks: Saved by the central bank? |
0 |
0 |
3 |
61 |
2 |
4 |
26 |
153 |
| Lenders on the storm of wholesale funding shocks: Saved by the central bank? |
1 |
1 |
1 |
31 |
1 |
2 |
7 |
49 |
| Loan loss provisioning, bank credit and the real economy |
0 |
0 |
0 |
66 |
1 |
2 |
18 |
164 |
| Loan to value caps and government-backed mortgage insurance: Loan-level evidence from Dutch residential mortgages |
0 |
1 |
3 |
20 |
2 |
7 |
29 |
49 |
| MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia |
0 |
0 |
1 |
11 |
2 |
3 |
15 |
57 |
| MAKMODEL: a macroeconometric model for the Republic of Macedonia |
0 |
0 |
0 |
176 |
0 |
0 |
8 |
580 |
| Market timing and corporate capital structure - A transatlantic comparison |
0 |
1 |
1 |
228 |
0 |
2 |
11 |
984 |
| Market timing and corporate capital structure: a transatlantic comparison |
0 |
0 |
0 |
1 |
0 |
0 |
9 |
51 |
| Momentum or Contrarian Investment Strategies:Evidence from Dutch institutional investors |
1 |
2 |
5 |
91 |
3 |
10 |
27 |
360 |
| Ordering the Preference Hierarchies for Internal Finance, Bank Loans, Bond and Share Issues |
0 |
0 |
0 |
254 |
0 |
0 |
12 |
1,095 |
| Pension fund finance and sponsoring companies: empirical evidence on theoretical hypotheses |
0 |
0 |
0 |
102 |
1 |
1 |
9 |
471 |
| Price Leadership in the Dutch Mortgage Market |
0 |
1 |
1 |
304 |
0 |
2 |
19 |
1,069 |
| Recovery measures of underfunded pension funds: higher contributions, no indexation, or pension cuts? |
1 |
1 |
1 |
24 |
3 |
3 |
17 |
72 |
| Revision of the DNB-business cycle indicator |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
210 |
| Spillovers of monetary policy across borders: International lending of Dutch banks, insurers and pension funds |
0 |
0 |
1 |
29 |
2 |
4 |
17 |
57 |
| The Credit Channel in the Netherlands: Evidence from Bank Balance Sheets |
1 |
1 |
1 |
274 |
1 |
1 |
4 |
708 |
| The credit channel in the Netherlands: evidence from bank balance sheets |
1 |
1 |
1 |
174 |
1 |
3 |
6 |
568 |
| The impact of central bank liquidity support on banks’ balance sheets |
1 |
3 |
11 |
52 |
6 |
14 |
72 |
102 |
| The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt |
1 |
1 |
1 |
29 |
3 |
4 |
12 |
43 |
| The natural rate of interest from a monetary and financial perspective |
3 |
6 |
12 |
69 |
5 |
15 |
44 |
127 |
| The signalling content of asset prices for inflation: Implications for Quantitative Easing |
0 |
2 |
9 |
45 |
0 |
5 |
17 |
68 |
| The significance of the European capital market for the financing of the corporate sector |
0 |
0 |
0 |
21 |
0 |
1 |
6 |
487 |
| Timing of Banks’ Loan Loss Provisioning During the Crisis |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
43 |
| Timing of banks' loan loss provisioning during the crisis |
0 |
0 |
2 |
15 |
1 |
1 |
12 |
51 |
| What do current account reversals in OECD countries tell us about the US case? |
0 |
0 |
0 |
101 |
0 |
0 |
4 |
296 |
| Total Working Papers |
19 |
41 |
128 |
5,698 |
92 |
222 |
831 |
19,573 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Are European sovereign bonds fairly priced? The role of modelling uncertainty |
0 |
1 |
1 |
25 |
0 |
1 |
18 |
127 |
| Are non-risk based capital requirements for insurance companies binding? |
1 |
2 |
3 |
57 |
5 |
11 |
23 |
281 |
| Bank liquidity, the maturity ladder, and regulation |
3 |
5 |
9 |
68 |
3 |
7 |
31 |
209 |
| Bank profitability during recessions |
3 |
7 |
27 |
126 |
5 |
18 |
77 |
424 |
| Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market |
0 |
0 |
0 |
24 |
0 |
1 |
8 |
124 |
| Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales |
1 |
1 |
13 |
60 |
1 |
6 |
35 |
203 |
| Benchmark selection and performance |
0 |
1 |
3 |
3 |
2 |
4 |
13 |
13 |
| European banks after the global financial crisis: peak accumulated losses, twin crises and business models |
0 |
0 |
3 |
3 |
1 |
5 |
20 |
20 |
| Financial institutions’ business models and the global transmission of monetary policy |
2 |
3 |
9 |
16 |
3 |
9 |
47 |
105 |
| International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country |
0 |
0 |
1 |
3 |
3 |
4 |
18 |
40 |
| Investment strategies of institutional investors: evidence from Dutch flow-of-funds data |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
62 |
| Is fiscal policy in the euro area Ricardian? |
0 |
0 |
1 |
1 |
4 |
5 |
23 |
23 |
| Is the Negative Relation Between Leverage and Historical Market‐To‐Book Specific to US and Information and Communication Technology Firms? |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
44 |
| Lenders on the storm of wholesale funding shocks: saved by the central bank? |
0 |
0 |
2 |
6 |
3 |
3 |
19 |
99 |
| Loan loss provisioning, bank credit and the real economy |
0 |
2 |
8 |
25 |
1 |
5 |
39 |
152 |
| Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence from Dutch Residential Mortgages |
0 |
1 |
2 |
2 |
1 |
6 |
14 |
14 |
| Market Timing and Capital Structure: Evidence for Dutch Firms |
0 |
0 |
1 |
148 |
3 |
7 |
20 |
413 |
| Market timing and corporate capital structure: a transatlantic comparison |
0 |
0 |
0 |
34 |
0 |
2 |
10 |
139 |
| Momentum or contrarian investment strategies: Evidence from Dutch institutional investors |
0 |
1 |
1 |
27 |
1 |
5 |
11 |
124 |
| Pension fund finance and sponsoring companies* |
0 |
0 |
0 |
25 |
0 |
1 |
5 |
93 |
| Preference hierarchies for internal finance, bank loans, bond, and share issues: evidence for Dutch firms |
0 |
0 |
9 |
150 |
2 |
3 |
25 |
515 |
| Recovery measures of underfunded pension funds: higher contributions, no indexation or pension cuts? |
0 |
0 |
2 |
5 |
2 |
3 |
14 |
36 |
| The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK |
2 |
3 |
7 |
137 |
3 |
5 |
18 |
365 |
| The signalling content of asset prices for inflation: Implications for quantitative easing |
1 |
3 |
19 |
25 |
7 |
18 |
200 |
244 |
| Timing of banks’ loan loss provisioning during the crisis |
1 |
1 |
3 |
6 |
1 |
1 |
18 |
64 |
| What Do Current Account Reversals in OECD Countries Tell Us About the US Case? |
0 |
0 |
0 |
43 |
0 |
1 |
2 |
209 |
| Total Journal Articles |
14 |
31 |
125 |
1,038 |
51 |
132 |
713 |
4,142 |
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