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De Nederlandsche Bank Research Paper Series

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1.

Outlier Detection in TARGET2 Risk Indicators

De Nederlandsche Bank Working Paper No. 624, January 2019
Number of pages: 29 Posted: 12 Feb 2019
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 10
2.

The Global Macroeconomics of a Trade War. The Eagle Model on the US-China Trade Conflict

De Nederlandsche Bank Working Paper No. 623, 2019
Number of pages: 30 Posted: 05 Feb 2019
Working Paper Series
De Nederlandsche Bank (Dutch Central Bank), De Nederlandsche Bank and Universiteit van Amsterdam

Multiple version iconThere are 2 versions of this paper

Downloads 17
3.

Did Spillovers From Europe Indeed Contribute to the 2010 U.S. Flash Crash?

De Nederlandsche Bank Working Paper No. 622 (2019)
Number of pages: 34 Posted: 31 Jan 2019
Working Paper Series
De Nederlandsche Bank
Downloads 5
4.

The Economics of Sharing Macro-longevity Risk

De Nederlandsche Bank Working Paper No. 618
Number of pages: 38 Posted: 07 Jan 2019
Working Paper Series
De Nederlandsche Bank, Tilburg University and De Nederlandsche Bank
Downloads 27
5.

The Single Supervisory Mechanism: Competitive Implications for the Banking Sectors in the Euro Area

De Nederlandsche Bank Working Paper No. 621
Number of pages: 57 Posted: 02 Jan 2019
Working Paper Series
affiliation not provided to SSRN and De Nederlandsche Bank
Downloads 10
6.

The Impact of Sovereign Debt Ratings on Euro Area Cross-Border Holdings of Euro Area Sovereign Debt

De Nederlandsche Bank Working Paper No. 620
Number of pages: 36 Posted: 28 Dec 2018 Last Revised: 09 Jan 2019
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 7
7.

Do Information Contagion and Business Model Similarities Explain Bank Credit Risk Commonalities?

De Nederlandsche Bank Working Paper No. 619
Number of pages: 42 Posted: 24 Dec 2018
Working Paper Series
Tinbergen Institute, De Nederlandsche Bank and Tinbergen Institute

Multiple version iconThere are 2 versions of this paper

Downloads 9
8.

Does Housing Vintage Matter? Exploring the Historic City Center of Amsterdam

De Nederlandsche Bank Working Paper No. 617
Number of pages: 28 Posted: 19 Dec 2018
Working Paper Series
Harvard University - Center for Population and Development Studies, University of Amsterdam and Massachusetts Institute of Technology (MIT) - Center for Real Estate
Downloads 14
9.

Bank Recapitalizations, Credit Supply, and the Transmission of Monetary Policy

De Nederlandsche Bank Working Paper No. 616
Number of pages: 53 Posted: 19 Dec 2018
Working Paper Series
De Nederlandsche Bank (DNB) and De Nederlandsche Bank - Research Department
Downloads 3
10.

The Transmission of an Interest Rate Shock, Standard Mitigants and Household Behavior

De Nederlandsche Bank Working Paper No. 615
Number of pages: 45 Posted: 19 Dec 2018
Working Paper Series
De Nederlansdche Bank (DNB)
Downloads 1
11.

Forward Guidance and the Role of Central Bank Credibility under Heterogeneous Beliefs

De Nederlandsche Bank Working Paper No. 614
Number of pages: 56 Posted: 06 Dec 2018
Working Paper Series
University of Amsterdam - Faculty of Economics and Business (FEB), University of Amsterdam - Amsterdam School of Economics (ASE) and De Nederlandsche Bank
Downloads 6
12.

Value-at-Risk Prediction Using Option-Implied Risk Measures

De Nederlandsche Bank Working Paper No. 613
Number of pages: 46 Posted: 14 Nov 2018
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 35
13.

Pension Funds Interconnections and Herd Behavior

De Nederlandsche Bank Working Paper No. 612
Number of pages: 67 Posted: 06 Nov 2018
Working Paper Series
Maastricht University, Maastricht University and De Nederlandsche Bank
Downloads 54
14.

Ctrl C Ctrl Pay: Do People Mirror Payment Behaviour of Their Peers?

De Nederlandsche Bank Working Paper No. 611
Number of pages: 38 Posted: 01 Nov 2018
Working Paper Series
De Nederlandsche Bank and Radboud University Nijmegen - Institute for Management Research
Downloads 6
15.

Life Cycle Assessment of Cash Payments

De Nederlandsche Bank Working Paper No. 610
Number of pages: 31 Posted: 18 Oct 2018
Working Paper Series
Independent, De Nederlandsche Bank (DNB), Independent and De Nederlandsche Bank
Downloads 5
16.

Spillovers of Monetary Policy Across Borders: International Lending of Dutch Banks, Insurers and Pension Funds

De Nederlandsche Bank Working Paper No. 609
Number of pages: 29 Posted: 11 Oct 2018
Working Paper Series
De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank, International Institute of Social Studies of Erasmus University and University of Groningen - Faculty of Economics and Business
Downloads 1
17.

Trust in Other People and the Usage of Peer Platform Markets

De Nederlandsche Bank Working Paper No. 608
Number of pages: 26 Posted: 11 Oct 2018
Working Paper Series
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 16
18.

Fiscal Discipline in EMU? Testing the Effectiveness of the Excessive Deficit Procedure

De Nederlandsche Bank Working Paper No. 607
Number of pages: 42 Posted: 11 Oct 2018 Last Revised: 08 Nov 2018
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 5
19.

Pension Fund Equity Performance: Patience, Activity or Both?

De Nederlandsche Bank Working Paper No. 606
Number of pages: 37 Posted: 11 Oct 2018
Working Paper Series
VU University Amsterdam, De Nederlandsche Bank and University of Pavol Jozef Šafárik in Kosice
Downloads 17
20.

Drivers of Market Liquidity - Regulation, Monetary Policy or New Players?

De Nederlandsche Bank Working Paper No. 605
Number of pages: 30 Posted: 28 Sep 2018
Working Paper Series
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 15
21.

How Internal and External Supervision Impact the Dynamics between Boards and Top Management Teams and TMT Reflexivity

De Nederlandsche Bank Working Paper No. 604
Number of pages: 66 Posted: 23 Aug 2018
Working Paper Series
De Nederlandsche Bank - Research Department, University of Groningen, University of Groningen and De Nederlandsche Bank
Downloads 11
22.

Benchmark Selection and Performance

De Nederlandsche Bank Working Paper No. 603
Number of pages: 37 Posted: 14 Aug 2018
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 16
23.

The Relation between Supply Constraints and House Price Dynamics in the Netherlands

De Nederlandsche Bank Working Paper No. 601
Number of pages: 26 Posted: 01 Aug 2018
Working Paper Series
De Nederlandsche Bank, University of Amsterdam, De Nederlandsche Bank and University of Amsterdam
Downloads 22
24.

Herding Behavior of Dutch Pension Funds in Asset Class Investments

De Nederlandsche Bank Working Paper No. 602
Number of pages: 59 Posted: 31 Jul 2018 Last Revised: 20 Aug 2018
Working Paper Series
Utrecht University and De Nederlandsche Bank
Downloads 23
25.

European Banks after the Global Financial Crisis: Peak Accumulated Losses, Twin Crises and Business Models

De Nederlandsche Bank Working Paper No. 600
Number of pages: 32 Posted: 30 Jul 2018
Working Paper Series
De Nederlandsche Bank - Monetary and Economic Policy Department and De Nederlandsche Bank
Downloads 13
26.

Counterparty Credit Risk and the Effectiveness of Banking Regulation

De Nederlandsche Bank Working Paper No. 599
Number of pages: 26 Posted: 12 Jul 2018 Last Revised: 06 Nov 2018
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank

Multiple version iconThere are 2 versions of this paper

Downloads 34
27.

Macroprudential Policy and Income Inequality

De Nederlandsche Bank Working Paper No. 598
Number of pages: 26 Posted: 08 Jun 2018
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 12
28.

Liquidity Regulation, the Central Bank and the Money Market

De Nederlandsche Bank Working Paper No. 596
Number of pages: 38 Posted: 08 Jun 2018
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 12
29.

Walk on the Wild Side: Multiplicative Sunspots and Temporarily Unstable Paths

De Nederlandsche Bank Working Paper No. 597
Number of pages: 79 Posted: 08 Jun 2018
Working Paper Series
University of Pavia, De Nederlandsche Bank and University of Chicago - Booth School of Business
Downloads 10
30.

Optimal Risk-Sharing in Pension Funds When Stock and Labor Markets are Co-Integrated

De Nederlandsche Bank Working Paper No. 595
Number of pages: 32 Posted: 08 Jun 2018
Working Paper Series
University of Chicago and Tilburg University
Downloads 9
31.

Financial Institutions' Business Models and the Global Transmission of Monetary Policy

Banco de Espana Working Paper No. 1815
Number of pages: 39 Posted: 07 Jun 2018
Working Paper Series
Banco de España, De Nederlandsche Bank, Board of Governors of the Federal Reserve System, De Nederlandsche Bank, De Nederlandsche Bank, University of Groningen - Faculty of Economics and Business, De Nederlandsche Bank and Board of Governors of the Federal Reserve System
Downloads 20
32.

Basel Methodological Heterogeneity and Banking System Stability: The Case of the Netherlands

De Nederlandsche Bank Working Paper No. 593
Number of pages: 54 Posted: 29 May 2018
Working Paper Series
De Nederlandsche Bank and Erasmus University - Rotterdam School of Management
Downloads 9
33.

Central Bank Policies and Income and Wealth Inequality: A Survey

De Nederlandsche Bank Working Paper No. 594
Number of pages: 38 Posted: 25 May 2018
Working Paper Series
De Nederlandsche Bank - Research Department, De Nederlandsche Bank and University of Groningen - Faculty of Economics and Business
Downloads 59
34.

CDS Market Structure and Risk Flows: The Dutch Case

De Nederlandsche Bank Working Paper No. 592
Number of pages: 37 Posted: 25 May 2018
Working Paper Series
De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 27
35.

The Impact of the ECB Asset Purchases on the European Bond Market Structure: Granular Evidence on Ownership Concentration

De Nederlandsche Bank Working Paper No. 590
Number of pages: 55 Posted: 08 May 2018
Working Paper Series
De Nederlandsche Bank and Utrecht University - Utrecht University School of Economics
Downloads 37
36.

Credit Shocks and the European Labour Market

De Nederlandsche Bank Working Paper No. 591
Number of pages: 31 Posted: 08 May 2018
Working Paper Series
European Central Bank (ECB), Latvijas Banka, De Nederlandsche Bank - Research Department, Banco de España, Banque de France and Bank of Italy

Multiple version iconThere are 3 versions of this paper

Downloads 2
37.

The International Spillovers of the 2010 U.S. Flash Crash

De Nederlandsche Bank Working Paper No. 589
Number of pages: 37 Posted: 15 Mar 2018
Working Paper Series
De Nederlandsche Bank
Downloads 27
38.

Mortgage Debt and Shadow Banks

De Nederlandsche Bank Working Paper No. 588
Number of pages: 57 Posted: 13 Mar 2018
Working Paper Series
De Nederlandsche Bank - Research Department
Downloads 13
39.

Time-Varying Wage Phillips Curves in the Euro Area with a New Measure for Labor Market Slack

De Nederlandsche Bank Working Paper No. 587
Number of pages: 30 Posted: 12 Mar 2018
Working Paper Series
VU University Amsterdam, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 19
40.

Quantitative Easing and Preferred Habitat Investors in the Euro Area Bond Market

De Nederlandsche Bank Working Paper No. 586
Number of pages: 34 Posted: 06 Mar 2018
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 38
41.

What Drives Bitcoin Adoption by Retailers

De Nederlandsche Bank Working Paper No. 585
Number of pages: 35 Posted: 06 Mar 2018
Working Paper Series
De Nederlandsche Bank (DNB)
Downloads 133
42.

The Effect of Fiscal Announcements on Interest Spreads: Evidence from the Netherlands

De Nederlandsche Bank Working Paper No. 584
Number of pages: 25 Posted: 27 Feb 2018
Working Paper Series
De Nederlandsche Bank
Downloads 4
43.

The Dynamics of Liquidity in Commercial Property Markets: Revisiting Supply and Demand Indexes in Real Estate

De Nederlandsche Bank Working Paper No. 583
Number of pages: 32 Posted: 01 Feb 2018 Last Revised: 26 Jan 2019
Working Paper Series
University of Amsterdam, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT)
Downloads 96
44.

Effects of Payment Instruments on Unhealthy Purchases

De Nederlandsche Bank Working Paper No. 582
Number of pages: 34 Posted: 17 Jan 2018
Working Paper Series
De Nederlandsche Bank, De Nederlandsche Bank, VU University Amsterdam and VU University Amsterdam
Downloads 21
45.

Mortgage Arrears, Regulation and Institutions: Cross-Country Evidence

De Nederlandsche Bank Working Paper No. 580
Number of pages: 56 Posted: 29 Dec 2017
Working Paper Series
De Nederlandsche Bank, De Nederlandsche Bank and University of Groningen - Faculty of Economics and Business
Downloads 20
46.

Entropy-Based Implied Moments

De Nederlandsche Bank Working Paper No. 581
Number of pages: 54 Posted: 29 Dec 2017
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and De Nederlandsche Bank
Downloads 44
47.

How Expensive Should CO2 Be? Fuel for the Debate on Optimal Climate Policy

De Nederlandsche Bank Working Paper No. 579
Number of pages: 18 Posted: 13 Dec 2017
Working Paper Series
VU University Amsterdam
Downloads 12
48.

The Power of Percentage: Quantitative Framing of Pension Income

De Nederlandsche Bank Working Paper No. 578
Number of pages: 35 Posted: 13 Dec 2017
Working Paper Series
Tilburg University and De Nederlandsche Bank
Downloads 9
49.

Bank-Based Versus Market-Based Financing: Implications for Systemic Risk

De Nederlandsche Bank Working Paper No. 577
Number of pages: 27 Posted: 13 Dec 2017
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
Downloads 61
50.

Collective Bargaining Through the Magnifying Glass: A Comparison Between the Netherlands and Portugal

De Nederlandsche Bank Working Paper No. 576
Number of pages: 41 Posted: 27 Nov 2017
Working Paper Series
Organization for Economic Co-Operation and Development (OECD), Queen Mary College - School of Business and Management and De Nederlandsche Bank

Multiple version iconThere are 3 versions of this paper

Downloads 5