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De Nederlandsche Bank Research Paper Series

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1.

Bank Instability: Interbank Linkages and the Role of Disclosure

De Nederlandsche Bank Working Paper No. 665
Number of pages: 45 Posted: 10 Jan 2020
Working Paper Series
University of Innsbruck, Tilburg University and De Nederlandsche Bank
Downloads 5
2.

Evolution of Monetary Policy Frameworks in the Post-crisis Environment

De Nederlandsche Bank Working Paper No. 664
Number of pages: 20 Posted: 10 Jan 2020
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 9
3.

The Economic Forces Driving FinTech Adoption across Countries

Forthcoming chapter in The Technological Revolution in Banking, edited by Michael King (University of Victoria) and Richard Nesbitt (University of Toronto) for the University of Toronto Press, in 2020., De Nederlandsche Bank Working Paper No. 663
Number of pages: 20 Posted: 10 Jan 2020
Working Paper Series
Bank for International Settlements
Downloads 24
4.

Capital Regulations and the Management of Credit Commitments During Crisis Times

De Nederlandsche Bank Working Paper No. 661
Number of pages: 78 Posted: 17 Dec 2019
Working Paper Series
VU University Amsterdam and Austrian National Bank
Downloads 4
5.

Quantitative Easing and Exuberance in Stock Markets: Evidence from the Euro Area

De Nederlandsche Bank Working Paper No. 660, 2019
Number of pages: 42 Posted: 06 Dec 2019
Working Paper Series
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 45
6.

Mortgage Lending, Monetary Policy, and Prudential Measures in Small Euro-Area Economies: Evidence from Ireland and the Netherlands

De Nederlandsche Bank Working Paper No. 659, 2019
Number of pages: 50 Posted: 06 Dec 2019
Working Paper Series
Central Bank of Ireland, University of Groningen - Faculty of Economics and Business, De Nederlandsche Bank, European Central Bank (ECB) and De Nederlandsche Bank
Downloads 8
7.

Micro-Prudential Regulation and Banks' Systemic Risk

De Nederlandsche Bank Working Paper No. 656, 2019
Number of pages: 40 Posted: 06 Nov 2019
Working Paper Series
University of Groningen - Faculty of Economics and Business, De Nederlandsche Bank and Auburn University - Department of Entomology and Plant Pathology
Downloads 12
8.

Foreign Funded Credit: Funding the Credit Cycle?

De Nederlandsche Bank Working Paper No. 658, October 2019
Number of pages: 34 Posted: 04 Nov 2019
Working Paper Series
De Nederlandsche Bank
Downloads 5
9.

Credit Supply: Are there Negative Spillovers from Banks’ Proprietary Trading?

De Nederlandsche Bank Working Paper No. 657, October 2019
Number of pages: 72 Posted: 04 Nov 2019
Working Paper Series
De Nederlandsche Bank and Maastricht University - Department of Finance
Downloads 28
10.

Beyond the Zero Lower Bound: Negative Policy Rates and Bank Lending

De Nederlandsche Bank Working Paper No. 649, September 2019
Number of pages: 84 Posted: 11 Oct 2019
Working Paper Series
De Nederlandsche Bank
Downloads 31
11.

Credit Risk in Commercial Real Estate Bank Loans: The Role of Idiosyncratic versus Macro-Economic Factors

De Nederlandsche Bank Working Paper No. 653
Number of pages: 45 Posted: 16 Sep 2019
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 16
12.

Behavioral Learning Equilibria in the New Keynesian Model

De Nederlandsche Bank Working Paper No. 654
Number of pages: 73 Posted: 16 Sep 2019
Working Paper Series
University of Amsterdam - Amsterdam School of Economics (ASE), De Nederlandsche Bank, University of Amsterdam, Faculty of Economics and Business (FEB), Students and Shanghai University of Finance and Economics
Downloads 14
13.

Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence From Dutch Residential Mortgages

De Nederlandsche Bank Working Paper No. 655
Number of pages: 37 Posted: 12 Sep 2019
Working Paper Series
De Nederlandsche Bank and De Nederlansdche Bank (DNB)
Downloads 8
14.

How Does Consumption Respond to News about Inflation? Field Evidence from a Randomized Control Trial

De Nederlandsche Bank Working Paper No. 651, August 2019
Number of pages: 65 Posted: 04 Sep 2019
Working Paper Series
University of Texas at Austin, European Central Bank (ECB) - Directorate General Research, University of California, Berkeley - Department of Economics and De Nederlandsche Bank

Multiple version iconThere are 4 versions of this paper

Downloads 1
15.

Fundamental Uncertainty About the Natural Rate of Interest: Info-Gap As Guide for Monetary Policy

De Nederlandsche Bank Working Paper No. 650, August 2019
Number of pages: 34 Posted: 04 Sep 2019
Working Paper Series
Technion-Israel Institute of Technology - Faculty of Mechanical Engineering and De Nederlandsche Bank
Downloads 9
16.

Inflation Expectations Anchoring: New Insights from Micro Evidence of a Survey at High-frequency and of Distributions

De Nederlandsche Bank Working Paper No. 652
Number of pages: 28 Posted: 03 Sep 2019
Working Paper Series
De Nederlandsche Bank, De Nederlandsche Bank, Bank for International Settlements (BIS) and Center for Research on Pensions and Welfare Policies (CeRP) - Department of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2
17.

Animal Spirits and Household Spending in Europe and the US

De Nederlandsche Bank Working Paper No. 648
Number of pages: 14 Posted: 15 Aug 2019
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank - Research Department
Downloads 4
18.

Debt Shift, Financial Development and Income Inequality

De Nederlandsche Bank Working Paper No. 646
Number of pages: 39 Posted: 15 Aug 2019
Working Paper Series
University of Groningen and De Nederlandsche Bank
Downloads 14
19.

Effects of QE on Sovereign Bond Spreads Through the Safe Asset Channel

De Nederlandsche Bank Working Paper No. 647
Number of pages: 31 Posted: 15 Aug 2019
Working Paper Series
De Nederlandsche Bank
Downloads 19
20.

Wealth Shocks and MPC Heterogeneity

De Nederlandsche Bank Working Paper No. 645
Number of pages: 32 Posted: 15 Aug 2019
Working Paper Series
Adam Smith Business School, University of Glasgow, European Central Bank (ECB) - Directorate General Research, University of Naples Federico II - Department of Economics, Stanford University and De Nederlandsche Bank

Multiple version iconThere are 3 versions of this paper

Downloads 2
21.

Medium-Term Asymmetric Fluctuations and EMU as an Optimum Currency Area

De Nederlandsche Bank Working Paper No. 644
Number of pages: 57 Posted: 31 Jul 2019
Working Paper Series
De Nederlandsche Bank
Downloads 7
22.

Security Design and Credit Rating Risk in the CLO Market

De Nederlandsche Bank Working Paper No. 643
Number of pages: 52 Posted: 19 Jul 2019
Working Paper Series
Nyenrode Business University, Nyenrode Business University and De Nederlandsche Bank
Downloads 31
23.

Liquidity Stress Detection in the European Banking Sector

De Nederlandsche Bank Working Paper No. 642, June 2019
Number of pages: 15 Posted: 28 Jun 2019 Last Revised: 02 Jul 2019
Working Paper Series
De Nederlandsche Bank and Tilburg University - Center for Economic Research (CentER)
Downloads 17
24.

Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds

De Nederlandsche Bank Working Paper No. 641 (2019)
Number of pages: 45 Posted: 15 Jun 2019
Working Paper Series
University of Amsterdam and Universiteit van Amsterdam

Multiple version iconThere are 3 versions of this paper

Downloads 9
25.

Dynamics and Heterogeneity of Subjective Stock Market Expectations

De Nederlandsche Bank Working Paper No. 640 (2019)
Number of pages: 50 Posted: 15 Jun 2019
Working Paper Series
Heinrich Heine University Dusseldorf - Department of Economics, RAND Corporation - Santa Monica CA Offices, De Nederlandsche Bank, Ludwig Maximilian University of Munich (LMU) and Ludwig Maximilian University of Munich (LMU)
Downloads 22
26.

Measuring Trends and Persistence in Capital and Labor Misallocation

De Nederlandsche Bank Working Paper No. 639 (2019)
Number of pages: 50 Posted: 15 Jun 2019
Working Paper Series
University of Amsterdam (UVA) - Department of Quantitative Economics and De Nederlandsche Bank
Downloads 8
27.

Being in Good Hands: Deposit Insurance and Peers Financial Sophistication

De Nederlandsche Bank Working Paper No. 638, May 2019
Number of pages: 29 Posted: 21 May 2019
Working Paper Series
Vrije Universiteit Amsterdam, De Nederlansdche Bank (DNB) and Ca' Foscari University of Venice
Downloads 7
28.

Do Fiscal Rules Constrain Political Budget Cycles?

De Nederlandsche Bank Working Paper No. 634 (2019)
Number of pages: 34 Posted: 20 May 2019
Working Paper Series
University of Groningen, University of Groningen - Faculty of Economics and Business and University of Groningen - Department of Economics (Economie)
Downloads 32
29.

Local Constant-Quality Housing Market Liquidity Indices

De Nederlandsche Bank Working Paper No. 637 (2019)
Number of pages: 44 Posted: 15 May 2019
Working Paper Series
University of Amsterdam
Downloads 15
30.

Euro Area Sovereign Risk Spillovers Before and after the Ecb's OMT Announcement

De Nederlandsche Bank Working Paper No. 636 (2019)
Number of pages: 51 Posted: 15 May 2019
Working Paper Series
De Nederlandsche Bank
Downloads 9
31.

Heterogeneity and Asymmetric Macroeconomic Effects of Changes in Loan-to-Value Limits

De Nederlandsche Bank Working Paper No. 635 (2019)
Number of pages: 66 Posted: 15 May 2019
Working Paper Series
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 8
32.

Monetary Policy and the Top One Percent: Evidence from a Century of Modern Economic History

De Nederlandsche Bank Working Paper No. 632 (2019)
Number of pages: 40 Posted: 01 May 2019
Working Paper Series
LAREFI, University of Bordeaux and LAREFI, University of Bordeaux
Downloads 87
33.

Fair Pensions

De Nederlandsche Bank Working Paper No. 630
Number of pages: 46 Posted: 19 Apr 2019
Working Paper Series
University of Chicago and De Nederlandsche Bank
Downloads 23
34.

What Option Prices Tell Us About the ECB’s Unconventional Monetary Policies

De Nederlandsche Bank Working Paper No. 629
Number of pages: 45 Posted: 10 Apr 2019
Working Paper Series
University of Amsterdam, De Nederlandsche Bank, De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 33
35.

Who Creates and Destroys Jobs Over the Business Cycle?

De Nederlandsche Bank Working Paper No. 628 (2019)
Number of pages: 56 Posted: 15 Mar 2019
Working Paper Series
De Nederlandsche Bank - Research Department, Ludwig Maximilian University of Munich (LMU) and Bocconi University - Department of Economics
Downloads 21
36.

Does Monetary Policy Affect Income Inequality in the Euro Area?

De Nederlandsche Bank Working Paper No. 626
Number of pages: 46 Posted: 15 Mar 2019
Working Paper Series
De Nederlandsche Bank and Bank of Lithuania
Downloads 37
37.

The Impact of Size, Composition and Duration of the Central Bank Balance Sheet on Inflation Expectations and Market Prices

De Nederlandsche Bank Working Paper No. 627 (2019)
Number of pages: 32 Posted: 14 Mar 2019
Working Paper Series
European Central Bank (ECB) and De Nederlandsche Bank
Downloads 39
38.

The Heat Is on: A Framework for Measuring Financial Stress Under Disruptive Energy Transition Scenarios

De Nederlandsche Bank Working Paper No. 625 (2019)
Number of pages: 41 Posted: 05 Mar 2019
Working Paper Series
De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 60
39.

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 27
40.

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 3 versions of this paper

Downloads 207
41.

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 8
42.

The Economics of Sharing Macro-longevity Risk

De Nederlandsche Bank Working Paper No. 618
Number of pages: 43 Posted: 07 Jan 2019 Last Revised: 06 Mar 2019
Working Paper Series
De Nederlandsche Bank, Tilburg University and De Nederlandsche Bank
Downloads 58
43.

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 29
44.

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 11
45.

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 21
46.

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 University of Connecticut - Department of Finance
Downloads 30
47.

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 12
48.

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 6
49.

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 25
50.

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 50