Publications

 Forthcoming

2017


2016

2015 

 
2014        

 2013

 

2012

2011 

2010

 2009

  • Bakker, Age F.P. (2009): "The Dutch and the Americans in the Bretton Woords Institutions". In: Hans Krabbendam, Cornelis A. van Minnen and Giles Scott-Smith (eds.) Four Centuries of Dutch-American Relations (page 875 - 885), State University of New York Press, Albany, N.Y.
  • Degryse H., S. Ongena, and G. Tümer-Alkan (2009), "Lending Technology, Bank Organization and Competition", Journal of Financial Transformation 26, 24-30.
  • Dermine, Jean en Dirk Schoenmaker (2009), ‘Verkleinen van banken lost risico voor overheid niet op’, Het Financieele Dagblad, 11 september, pag. 9. Click here to download.
  • Gautier, P.A., A.H. Siegmann and A. van Vuuren (2008), "Terrorism and attitudes towards minorities: the effect of the Theo van Gogh murder on house prices in Amsterdam", Journal of Urban Economics, 65(1), pp. 113 – 126. Click here to download.
  • Goodhart, Charles and Dirk Schoenmaker (2009), ‘The de Larosiere report: two down, two to go’, ft.com/economistsforum, March 13. Click here to download.
  • Haan, Jakob de, Sander Oosterloo and Dirk Schoenmaker (2009), European Financial Markets and Institutions, Cambridge University Press, Cambridge, UK. Click here to download.
  • Huizink, Jan Bernd en Dirk Schoenmaker (eds.) (2009), Leerboek WFT, Maklu Uitgevers BV, Apeldoorn, Nederland. Click here to download.
  • Jegadeesh, Narasimhan, Roman Kraeussl, and Joshua Pollet (2009): "Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices", Working Paper, Goizueta Business School, Emory University. Click here to download.
  • Konijn, Sander J.J., Roman Kraeussl, and Andre Lucas (2009): "Blockholder Dispersion and Firm Value," TI Discussion Paper 09-113/2. Click here to download.
  • Koopman, Siem Jan, Roman Kraeussl, Andre Lucas, and Andre Monteiro (2009): "Credit Cycles and Macro Fundamentals," Journal of Empirical Finance, 16, 42-54. Click here to download.
  • Kremers, Jeroen and Dirk Schoenmaker (2009), ‘The US Proposals for Regulatory Reform’, in: David Mayes, Robert Pringle and Michael Taylor (eds), Towards a New Framework for Financial Stability, Central Banking Publications, London, 489-497. Click here to download. 
  • Lee, Carmen, Roman Kraeussl, and Leo Paas (2009): "The Effect of Anticipated and Experienced Regret and Pride on Investors’ Future Selling Decisions," SSRN working paper.
  • Van Lelyveld, I.:“Stress Testing – The Link between Macro and Micro”, International Journal of Central Banking, 5(3), pp. 1 
  • Van Lelyveld, I., Knot, K.H.W": “Do Financial Conglomerates Create or Destroy value? Evidence for the EU”, Journal of Banking and Finance, 33(12), pp. 2312-2321.
  • Van Lelyveld, I., Liedorp, F., Pröpper, M.: “Stress-testing Linkages between Banks in the Netherlands” in Stress-testing the Banking System: Methodologies and Applications, edited by Mario Quagliariello, Cambridge: Cambridge University Press.
  • Molenkamp, J.B., "Gelijkschakeling van belangen door performance fees", VBA journaal, Nr.1, Voorjaar 2009, pp 35-44.
  • van der Nat,M.[2009],"Kredieten ook in de raad van commissarissen", Economisch Statistische Berichten (ESB), jaargang 94, mei 2009, 316.
  • van der Nat, M. (2009), Wethouder weghouden bij woningcorporatie toezichthouder", GBP dagbladen, 31 maart 2009
  • Perotti, Enrico, Dirk Schoenmaker en Jaap Winter (2009), ‘Bankieren is mensenwerk; Zorg dat de verleiding minder wordt’, Het Financieele Dagblad, 20 juni, pag. 17. Click here to download.
  • Sheremet, Oleg, and Andre Lucas (2009): "Global Loss Diversification in the Insurance Sector," Insurance: Mathematics and Economics, forthcoming.
  • Schoenmaker, Dirk (2009), ‘Toekomst van de financiële sector in Europa’, Economisch Statistische Berichten, 94, nr. 4563S, 69-74. Click here to download.
  • Zwinkels, R.C.J., Jong, E. de, Verschoor, W.: "Behavioural Heterogeneity and Shift-Contagion: Evidence from the Asian Crisis", Journal of Economic Dynamics and Control33(11): 1929-1944
  • Zwinkels, R.C.J., Jong, E. de, Verschoor, W.: "A Heterogeneous Route to the EMS Crisis", Applied Economic Letters16: 929 - 932

2008
  • Bakker, Age F.P. (2008): "De rol van controlling bij het internationale Monetaire Fonds". In: MCA, Management Control & Accounting, maart 2008. 
  • Kraeussl, Roman, and Christian Wiehenkamp (2008): "A Call on Art Investments", Working Paper, VU University Amsterdam. Click here to download.
  • Muller, Alan R., and Roman Kraeussl (2008): "Do Markets Love Misery? Stock Prices and Corporate Philanthropic Disaster Response", CFS Working Paper No. 2008/10 Click here to download.
  • Kraeussl, Roman, and Robin Logher (2008): "Emerging Art Markets", Working Paper, VU University Amsterdam. Click here to download.
  • Kraeussl, Roman, and Raphie Hayat (2008): "The Performance of Islamic Equity Funds", Working Paper, VU University Amsterdam. Click here to download.
  • Kraeussl, Roman, and Niels van Elsland (2008): "Constructing the True Art Market Index - A Novel 2-Step Hedonic Approach and its Application to the German Art Market", CFS Working Paper No. 2008/11 Click here to download.
  • Kraeussl, Roman (2008): "The German Art Market", in: J. Goodwin (ed.): The International Art Markets - The Essential Guide for Collectors and Investors, chap. 14, Kogan Page, London, UK. Click here to download.
  • van der Nat. M. (2008),"Spaarverlies lagere overheid repareren", het Financieele Dagblad, 5 december 2008
  • Calcagno, R. and S. Falconieri (2008), "White Knights and the Corporate Governance of Hostile Takeovers", Tinbergen Institute Discussion Paper 08-118/2 Click here to download.
  • Lee, Carmen, Roman Kraeussl, Andre Lucas, and Leonard J. Paas (2008): "A Dynamic Model of Investor Decision-Making: How Adaptation to Losses Affects Future Selling Decisions," TI Discussion Paper 08-112/2.
    Click here to download.
  • Calcagno, R. and A. Sadrieh (2008), "A note on the Effects of introducing a Market for Cash-settled Forward Contracts on Electricity", in Emerging Topics in Banking and Finance, Eds: E.J. Fuchs and F. Braun, pp. 201-209, Nova Science Publishers, Inc.
  • Bikker, J. Spierdijk, L. and Van der Sluis, P.J. (2008) What Factors Increase the Risk of Incurring High Market Impact Costs? Forthcoming Applied Economics.
  • Bikker J. Spierdijk, L., Hoevenaars, R, and Van der Sluis, P.J. (2008). Forecasting Market Impact Costs and Identifying Expensive Trades , Journal of Forecasting 27, pp21-39.
  • Schoenmaker, Dirk (2008), ‘Resolving the stability trilemma’, Financial Regulator, 13(3), 45-53. Click here to download.
  • Penas, M. F. and G. Tümer-Alkan (2008), “Bank Disclosure and Market Assessment of Financial Fragility: Evidence from Banks’ Equity Prices”, TILEC Discussion Paper No. 2008-013.
  • Degryse, H., S. Ongena and G. Tümer-Alkan (2008), “Corporate Governance: A Review of the Role of Banks”, in Gugler K. P. and B. B. Yurtoglu (eds.), The Economics Of Corporate Governance And Mergers, (Edward Elgar).
  • Creal, Drew, Siem Jan Koopman, and Andre Lucas (2008): "A General Framework for Observation Driven Time-Varying Parameter Models," TI Discusion paper 08-108/4.
    Click here to download.
  • Kraeussl, Roman, Andre Lucas, David R. Rijsbergen, Pieter Jelle van der Sluis, and Evert B. Vrugt (2008): "Washington Meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle," TI Discussion paper 2008-101/2. Click here to download.
  • Calcagno, R., E. Fornero and M.C. Rossi (2008), "The Effect of House Prices on Households Saving: the case of Italy", CeRP Working Paper 76/08 Click here to download.
  • Sheremet, Oleg, and Andre Lucas (2008): "Global Loss Diversification in the Insurance Sector," Tinbergen Institute Discussion Papers, 2008-09-15. Click here to download.
  • Hernández-Cánovas, G., and J. Koëter-Kant (2008): "The Institutional Environment and the Number of Bank Relationships: An Empirical Analysis of European SMEs", Small Business Economics, Forthcoming.
  • Kremers, Jeroen and Dirk Schoenmaker (2008), ‘Toezicht op banksector; Kredietcrisis wijst op systeemfout’, Het Financieele Dagblad, 23 augustus, pag. 19. Click here to download.
  • van der Nat, M. (2008),"Vaardigheden volstaan niet", Het Financieele Dagblad, 22 juli 2008.
  • Molenkamp, J.B. (2008), "Fiduciair management; panacee voor pensioenfondsen?", NEA paper 12, Netspar. Click here to download.
  • Kremers, Jeroen and Dirk Schoenmaker (2008), ‘Markt dreigt door te slaan; Kredietcrisis brengt weeffout in toezichtsysteem aan het licht’, NRC Handelsblad, 17 juni, pag. 7. Click here to download.
  • Kremers, Jeroen and Dirk Schoenmaker (2008), ‘Paulson’s welcome strategy’, Financial Regulator, 13(1), 46-52. Click here to download.
  • Hoeberichts, M.M., A.H. Siegmann and M.C.J. van Rooij (2008), "Market Thinness, List Price Revisions and Time to Sell: Evidence from a large-scale housing dataset" DNB Working paper 176, May 2008. Click here to download.
  • Elliott, W.B., J. Koëter-Kant, and R.S. Warr (2008): "Target debt ratios: The impact of equity mis-pricing”, Working Paper. Click here to download.
  • Hernández-Cánovas, G., and J. Koëter-Kant (2008): "Debt maturity and relationship lending: An analysis of European SMEs", International Small Business Journal, 26, 595-617. Click here to download.
  • Koopman, Siem Jan, Andre Lucas, and Bernd Schwaab (2008): "Forecasting Cross-Sections of Frailty-Correlated Default," Tinbergen Institute Discussion Paper 08-029/4. Click here to download.
  • Monteiro, A. (2008) "Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation," TI Discussion paper 08-021/2. Click here to download.
  • Calcagno, R., Roman Kraeussl, and Monticone, C. (2008), "An Analysis of the Effects of the Severance Payment Reform on Credit to Italian SMEs", Tinbergen Institute Discussion Papers Series, 08-107/2 Click here to download.
  • Bikker, J.A., Spierdijk, L. and Van der Sluis, P.J. (2008), "Market Impact Costs of Institutional Equity Trades", Journal of International Money and Finance, 26(6), 974-1000.
  • Schoenmaker, Dirk and Sander Oosterloo (2008), ‘Financial Supervision in Europe: A Proposal for a New Architecture’, in: Lars Jonung, Christoph Walkner and Max Watson (eds), Building the Financial Foundations of the Euro - Experiences and Challenges, Routledge, London, 337-354. Click here to download.
  • Schoenmaker, Dirk, Sander Oosterloo and Otto Winkels (2008), ‘The Emergence of Cross-Border Insurance Groups within Europe with Centralised Risk Management’, Geneva Papers on Risk and Insurance - Issues and Practice, 33, 530-546. Click here to download.
  • van Rooij, M.C.J., A.H. Siegmann and P.J.G. Vlaar (2008), "Market Valuation, Pension Fund Policy and Contribution Volatility", De Economist 156(1), p. 73-93. Click here to download.
  • Peeters, Bas, Cees L. Dert, and André Lucas (2008): "Hedging large portfolios of options in discrete time," Applied Mathematical Finance, 15(3-4), 251-275.
  • Koopman, S.J., and A. Lucas (2008): "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Journal of Business and Economic Statistics, 26(4), 510-525. Click here to download.
  • Schoenmaker, Dirk and Thijs Bosch (2008), ‘Is the Home Bias in Equities and Bonds Declining in Europe?’, Investment Management and Financial Innovations, 5(4), 90-102. Click here to download.
  • Banachewicz, Konrad, and Andre Lucas (2008): "Quantile Forecasting for Credit Risk Management using Possibly Mis-specified Hidden Markov Models," Journal of Forecasting, 27, 566-586. Click here to download.
  • Menkveld, Albert J. (2008): "Splitting Orders in Overlapping Markets: A Study of Cross-Listed Stocks," Journal of Financial Intermediation 17, 145-174. Click here to download.
  • Lucas, A. and A.H. Siegmann (2008), “The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds,” Journal of Business, Finance and Accounting, 35(1-2), 200-226. Click here to download.
  • Elliott, W.B., J. Koëter-Kant, and R.S. Warr (2008): “Market timing and the debt-equity choice”, Journal of Financial Intermediation, 17, 175-197. Click here to download.
  • Koopman, S.J., A. Lucas, and A. Monteiro (2008): "The multi-state latent factor intensity model for credit rating transitions," Journal of Econometrics, 142, 399-424. Click here to download.
  • Koopman, Siem Jan, Andre Lucas, Marius Ooms, Kees van Montfort, Victor van der Geest (2008): "Decomposing and estimating the effects on recidivism by a non-Gaussian dynamic factor model," Statistica Neerlandica, 62(1), 104–130. Click here to download.
  • Banachewicz, K., and A. van der Vaart, and A. Lucas (2008): "Modeling portfolio defaults using Hidden Markov Models with covariates," Econometrics Journal, 11, 155-171. Click here to download.
  • Foucault, T. and A.J. Menkveld (2008), “Competition for Order Flow and Smart Order Routing Systems”, Journal of Finance, 63(1), 119-158. Click here to download.
  • Chan, K.A., A.J. Menkveld, and Z. Yang (2008), “Information Asymmetry and Asset Prices: Evidence from the Foreign Share Discount”, Journal of Finance, 63(1), 159-196. Click here to download.
  • Philip A. Stork (2008): "Momentum Effects in the Largest Australian and New Zealand Shares”, INFINZ Journal, Sept., 30-33.
  • Zwinkels, R.C.J., Beugelsdijk, Sj., Roger Smeets, R.: "The impact of horizontal and vertical FDI on host's country economic growth", ), International Business Review, 17(4): 452-472