Maarten R.C. van Oordt

VU University Amsterdam

De Boelelaan 1105

Amsterdam, 1081HV

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

  • VU University Amsterdam

  • Tinbergen Institute

SCHOLARLY PAPERS

18

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143

CROSSREF CITATIONS

39

Scholarly Papers (18)

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1.

On the Value of Virtual Currencies

Downloads 967 (38,448)
Citation 33

On the Value of Virtual Currencies

Bank of Canada Working Paper No. 2016-42
Number of pages: 40 Posted: 22 Apr 2016 Last Revised: 01 Sep 2016
Wilko Bolt, Maarten R.C. van Oordt and Maarten R.C. van Oordt
De Nederlandsche Bank (Dutch Central Bank) and VU University AmsterdamTinbergen Institute
Downloads 630 (67,575)
Citation 12

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Virtual currencies, exchange rates, payment systems, speculation, bitcoin, blockchain, cryptocurrencies

On the Value of Virtual Currencies

De Nederlandsche Bank Working Paper No. 521
Number of pages: 41 Posted: 24 Sep 2016
Wilko Bolt, Maarten R.C. van Oordt and Maarten R.C. van Oordt
De Nederlandsche Bank (Dutch Central Bank) and VU University AmsterdamTinbergen Institute
Downloads 337 (142,745)
Citation 22

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virtual currencies, exchange rates, payment systems, speculation, bitcoin

2.

Systematic Tail Risk

De Nederlandsche Bank Working Paper No. 400
Number of pages: 46 Posted: 14 Dec 2013
Maarten R.C. van Oordt, Maarten R.C. van Oordt and Chen Zhou
VU University AmsterdamTinbergen Institute and De Nederlandsche Bank
Downloads 524 (86,213)
Citation 19

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Tail beta, systematic risk, asset pricing, Extreme Value Theory, risk management

3.

Systemic Risk and Bank Business Models

De Nederlandsche Bank Working Paper No. 442
Number of pages: 41 Posted: 14 Oct 2014 Last Revised: 11 Nov 2014
Maarten R.C. van Oordt, Maarten R.C. van Oordt and Chen Zhou
VU University AmsterdamTinbergen Institute and De Nederlandsche Bank
Downloads 478 (96,438)
Citation 11

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financial institutions, financial stability, tail risk, macroprudential regulation, non-interest income

4.

Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies

Number of pages: 67 Posted: 13 May 2020 Last Revised: 12 Apr 2023
Rodney Garratt, Maarten R.C. van Oordt and Maarten R.C. van Oordt
University of California, Santa Barbara (UCSB) and VU University AmsterdamTinbergen Institute
Downloads 386 (123,704)
Citation 12

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Cryptocurrency, Block-chain, Mining, Valuation, Industrial Organization, Bitcoin

5.

Privacy as a Public Good: A Case for Electronic Cash

Staff Working Paper/Document de travail du personnel 2019-24
Number of pages: 42 Posted: 29 Jun 2019 Last Revised: 29 Jul 2019
Rodney Garratt, Maarten R.C. van Oordt and Maarten R.C. van Oordt
University of California, Santa Barbara (UCSB) and VU University AmsterdamTinbergen Institute
Downloads 355 (135,876)
Citation 7

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Money, privacy, social costs, overlapping generations model

6.

Systematic Risk Under Extremely Adverse Market Conditions

De Nederlandsche Bank Working Paper No. 281
Number of pages: 41 Posted: 07 Mar 2011 Last Revised: 06 Jan 2012
Maarten R.C. van Oordt, Maarten R.C. van Oordt and Chen Zhou
VU University AmsterdamTinbergen Institute and De Nederlandsche Bank
Downloads 289 (169,065)
Citation 8

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Tail Regression Beta, Downside Risk, Extreme Value Theory, Tail Dependence, Risk Management

7.

Entrepreneurial Incentives and the Role of Initial Coin Offerings

Number of pages: 47 Posted: 05 Mar 2019 Last Revised: 10 May 2019
Rodney Garratt, Maarten R.C. van Oordt and Maarten R.C. van Oordt
University of California, Santa Barbara (UCSB) and VU University AmsterdamTinbergen Institute
Downloads 277 (176,658)
Citation 9

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asset pricing, e-money, initial coin offering, crypto, exchange rates

8.

The Demand for Programmable Payments

Number of pages: 66 Posted: 24 Sep 2022 Last Revised: 17 Feb 2023
Charles Kahn, Maarten R.C. van Oordt and Maarten R.C. van Oordt
University of Illinois at Urbana-Champaign and VU University AmsterdamTinbergen Institute
Downloads 240 (203,666)

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Blockchain, CBDC, Digital Currency, Smart Contracts, Payment Economics

9.

Credit Risk Transfer and Bank Insolvency Risk

Number of pages: 47 Posted: 02 Oct 2017 Last Revised: 21 Dec 2017
Maarten R.C. van Oordt and Maarten R.C. van Oordt
VU University AmsterdamTinbergen Institute
Downloads 236 (207,063)

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Credit Risk Transfer, Default Risk, Financial Stability, Portfolio Insurance, Risk Retention, Risk Management

10.

Bank Profitability During Recessions

De Nederlandsche Bank Working Paper No. 251
Number of pages: 42 Posted: 24 Oct 2011
Wilko Bolt, Leo de Haan, Marco Hoeberichts, Maarten R.C. van Oordt, Maarten R.C. van Oordt and Job Swank
De Nederlandsche Bank (Dutch Central Bank), De Nederlandsche Bank, De Nederlandsche Bank - Research Department, VU University AmsterdamTinbergen Institute and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 174 (273,624)
Citation 12

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Bank profitability, Business cycle

11.

On Agricultural Commodities' Extreme Price Risk

Downloads 156 (300,147)

On Agricultural Commodities' Extreme Price Risk

De Nederlandsche Bank Working Paper No. 403
Number of pages: 33 Posted: 03 Dec 2013
Maarten R.C. van Oordt, Maarten R.C. van Oordt, Philip A. Stork and Casper G. de Vries
VU University AmsterdamTinbergen Institute, Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 123 (362,977)

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agricultural commodities, extreme value theory, heavy tails, risk management

On Agricultural Commodities' Extreme Price Risk

(forthcoming in Extremes)
Number of pages: 34 Posted: 23 Feb 2021
Maarten R.C. van Oordt, Maarten R.C. van Oordt, Philip A. Stork and Casper de Vries
VU University AmsterdamTinbergen Institute, Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam (EUR)
Downloads 33 (732,649)

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Commodity prices, extreme value theory, heavy tails, risk management

12.

The Simple Econometrics of Tail Dependence

De Nederlandsche Bank Working Paper No. 296
Number of pages: 19 Posted: 31 Oct 2011
Maarten R.C. van Oordt, Maarten R.C. van Oordt and Chen Zhou
VU University AmsterdamTinbergen Institute and De Nederlandsche Bank
Downloads 155 (301,738)
Citation 1

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Tail dependence, Regression analysis, Extreme Value Theory, Systemic risk

13.

Securitization and the Dark Side of Diversification

De Nederlandsche Bank Working Paper No. 341
Number of pages: 36 Posted: 28 Mar 2012
Maarten R.C. van Oordt and Maarten R.C. van Oordt
VU University AmsterdamTinbergen Institute
Downloads 148 (313,536)
Citation 6

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Securitization, Diversification, Systemic risk, Risk management, Tranching

14.

Systemic Risk of European Banks: Regulators and Markets

De Nederlandsche Bank Working Paper No. 478
Number of pages: 26 Posted: 23 Jul 2015
Maarten R.C. van Oordt, Maarten R.C. van Oordt and Chen Zhou
VU University AmsterdamTinbergen Institute and De Nederlandsche Bank
Downloads 125 (357,235)
Citation 1

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G-SIBs, financial stability, macroprudential regulation, systemic importance

15.

Calibrating the Magnitude of the Countercyclical Capital Buffer using Market-based Stress Tests

Journal of Money, Credit and Banking (forthcoming)
Number of pages: 52 Posted: 16 Jun 2018 Last Revised: 29 Sep 2020
Maarten R.C. van Oordt and Maarten R.C. van Oordt
VU University AmsterdamTinbergen Institute
Downloads 92 (442,281)

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Financial stability, capital requirements, CCyB, stress test, marginal expected shortfall, exposure CoVaR

16.

The Emerging Autonomy-Stability Choice for Stablecoins

Tinbergen Institute Discussion Paper 2022-015/IV
Number of pages: 18 Posted: 02 Apr 2022
Maarten R.C. van Oordt and Maarten R.C. van Oordt
VU University AmsterdamTinbergen Institute
Downloads 87 (457,971)

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Stablecoins, Cryptocurrencies, Exchange rates, Distributed ledgers, Regulation

17.

Timing of Banks' Loan Loss Provisioning During the Crisis

De Nederlandsche Bank Working Paper No. 513
Number of pages: 34 Posted: 07 Jun 2016
Leo de Haan, Maarten R.C. van Oordt and Maarten R.C. van Oordt
De Nederlandsche Bank and VU University AmsterdamTinbergen Institute
Downloads 66 (535,484)
Citation 1

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Loan loss provisioning, Impairments, Financial institutions, Supervision, Crisis

18.

The Crypto Multiplier

Number of pages: 15 Posted: 19 May 2023
Rodney Garratt, Maarten R.C. van Oordt and Maarten R.C. van Oordt
University of California, Santa Barbara (UCSB) and VU University AmsterdamTinbergen Institute
Downloads 41 (661,126)

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Bitcoin, Cryptocurrency, Exchange Rates, Monetary Economics, Risk Management