Maarten R.C. van Oordt

Vrije Universiteit Amsterdam

De Boelelaan 1105

Amsterdam, 1081HV

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

SCHOLARLY PAPERS

15

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3,480

SSRN CITATIONS
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Top 9,161

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103

CROSSREF CITATIONS

36

Scholarly Papers (15)

1.
Downloads 873 ( 35,665)
Citation 29

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 Tinbergen InstituteVrije Universiteit Amsterdam
Downloads 591 (59,270)
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 Tinbergen InstituteVrije Universiteit Amsterdam
Downloads 282 (140,336)
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
Tinbergen InstituteVrije Universiteit Amsterdam and De Nederlandsche Bank
Downloads 482 (77,263)
Citation 19

Abstract:

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

3.

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 Tinbergen InstituteVrije Universiteit Amsterdam
Downloads 268 (148,617)
Citation 7

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Money, privacy, social costs, overlapping generations model

4.

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
Tinbergen InstituteVrije Universiteit Amsterdam and De Nederlandsche Bank
Downloads 260 (153,153)
Citation 8

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

5.

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

Number of pages: 45 Posted: 13 May 2020 Last Revised: 07 Jul 2020
Rodney Garratt, Maarten R.C. van Oordt and Maarten R.C. van Oordt
University of California, Santa Barbara (UCSB) and Tinbergen InstituteVrije Universiteit Amsterdam
Downloads 233 (171,915)
Citation 11

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

6.

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 Tinbergen InstituteVrije Universiteit Amsterdam
Downloads 212 (186,426)
Citation 9

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

7.

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
Tinbergen InstituteVrije Universiteit Amsterdam and De Nederlandsche Bank
Downloads 209 (188,938)
Citation 11

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

8.

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
Tinbergen InstituteVrije Universiteit Amsterdam
Downloads 182 (214,021)

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

9.

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, Tinbergen InstituteVrije Universiteit Amsterdam and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 146 (257,495)
Citation 12

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Bank profitability, Business cycle

10.

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
Tinbergen InstituteVrije Universiteit Amsterdam
Downloads 138 (269,321)
Citation 6

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Securitization, Diversification, Systemic risk, Risk management, Tranching

11.

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
Tinbergen InstituteVrije Universiteit Amsterdam and De Nederlandsche Bank
Downloads 137 (270,864)
Citation 2

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

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
Tinbergen InstituteVrije Universiteit Amsterdam, Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 96 (350,665)

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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
Tinbergen InstituteVrije Universiteit Amsterdam, Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam (EUR)
Downloads 23 (656,793)

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

13.

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
Tinbergen InstituteVrije Universiteit Amsterdam and De Nederlandsche Bank
Downloads 105 (328,065)
Citation 1

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

14.

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
Tinbergen InstituteVrije Universiteit Amsterdam
Downloads 63 (442,693)

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

15.

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 Tinbergen InstituteVrije Universiteit Amsterdam
Downloads 53 (480,015)
Citation 1

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