Rudi Vander Vennet

Ghent University - Department of Financial Economics

Professor

Ghent, 9000

Belgium

  • Ghent University - Department of Financial Economics

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    • Tel: +32 9 264 35 13
    • Fax: +32 9 264 35 92
SCHOLARLY PAPERS

30

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SSRN CITATIONS
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Top 7,128

in Total Papers Citations

105

CROSSREF CITATIONS

78

Scholarly Papers (30)

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1.

Cost and Profit Dynamics in Financial Conglomerates and Universal Banks in Europe

Number of pages: 28 Posted: 01 Jun 1999
Rudi Vander Vennet
Ghent University - Department of Financial Economics
Downloads 1,431 (20,557)
Citation 19

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2.

Does the Stock Market Value Bank Diversification?

Downloads 970 (36,254)
Citation 30

Does the Stock Market Value Bank Diversification?

Number of pages: 29 Posted: 22 Feb 2006
Lieven Baele, Olivier De Jonghe, Olivier De Jonghe and Rudi Vander Vennet
Tilburg University - Department of Finance, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Ghent University - Department of Financial Economics
Downloads 970 (35,706)
Citation 30

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Second Banking Directive, diversification, bank stock returns, charter value, risk factors

Does the Stock Market Value Bank Diversification?

Journal of Banking & Finance, Vol. 31, No. 7, pp. 1999-2023, July 2007
Posted: 21 Sep 2006 Last Revised: 27 Jan 2008
Olivier De Jonghe, Olivier De Jonghe, Lieven Baele and Rudi Vander Vennet
Tilburg University - Department of FinanceNational Bank of Belgium - Research Department, Tilburg University - Department of Finance and Ghent University - Department of Financial Economics

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Second Banking Directive, diversification, bank stock returns, charter value, risk factors

3.

Bank Risks and the Business Cycle

University of Ghent Working Paper No. 04/264
Number of pages: 35 Posted: 09 Nov 2004
Rudi Vander Vennet, Olivier De Jonghe, Olivier De Jonghe and Lieven Baele
Ghent University - Department of Financial Economics, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Tilburg University - Department of Finance
Downloads 868 (42,322)
Citation 3

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Bank risk, business cycle

4.

How Does a Banks' Risk Profile Influence the Effect of Credit Risk? Evidence from Bank Stock Market Returns

Number of pages: 18 Posted: 01 Mar 2002
Astrid Van Landschoot and Rudi Vander Vennet
Single Resolution Board and Ghent University - Department of Financial Economics
Downloads 729 (53,516)

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Credit Risk, International Banking, Diversification, Bank Stock Returns

5.

Bank Risk Strategies and Cyclical Variation in Bank Stock Returns

Ghent University Economics & Business Working Paper
Number of pages: 47 Posted: 25 Mar 2004
Lieven Baele, Rudi Vander Vennet and Astrid Van Landschoot
Tilburg University - Department of Finance, Ghent University - Department of Financial Economics and Single Resolution Board
Downloads 404 (111,226)
Citation 5

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Bank Risk, Financial Conglomerates, Capital Adequacy, Regime-Switching Models, Basel II

6.

Bank/Sovereign Risk Spillovers in the European Debt Crisis

Downloads 369 (123,343)
Citation 44

Bank/Sovereign Risk Spillovers in the European Debt Crisis

European Banking Center Discussion Paper No. 2012-021
Number of pages: 49 Posted: 18 Oct 2012
Valerie De Bruyckere, Maria Gerhardt, Glenn Schepens and Rudi Vander Vennet
Ghent University - Department of Financial Economics, Ghent University, European Central Bank (ECB) and Ghent University - Department of Financial Economics
Downloads 235 (196,294)
Citation 44

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Contagion, bank risk, sovereign risk, bank business models, bank regulation

Bank/Sovereign Risk Spillovers in the European Debt Crisis

National Bank of Belgium Working Paper No. 232
Number of pages: 59 Posted: 13 Oct 2012
Valerie De Bruyckere, Maria Gerhardt, Glenn Schepens and Rudi Vander Vennet
Ghent University - Department of Financial Economics, Ghent University, European Central Bank (ECB) and Ghent University - Department of Financial Economics
Downloads 134 (321,343)
Citation 21

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Contagion, bank risk, sovereign risk, bank business models, bank regulation, sovereign debt crisis

7.

Competition versus Efficiency: What Drives Franchise Values in European Banking?

Journal of Banking and Finance, Vol. 32, No. 9, 2008
Number of pages: 30 Posted: 22 Feb 2006 Last Revised: 20 Oct 2012
Olivier De Jonghe, Olivier De Jonghe and Rudi Vander Vennet
Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Ghent University - Department of Financial Economics
Downloads 362 (125,997)
Citation 10

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charter value, market power, agency costs, Tobin's Q, stochastic frontier

8.

Competition, Transmission and Bank Pricing Policies: Evidence from Belgian Loan and Deposit Markets

Downloads 352 (129,905)

Competition, Transmission and Bank Pricing Policies: Evidence from Belgian Loan and Deposit Markets

University of Ghent Working Paper No. 04/261
Number of pages: 59 Posted: 16 Oct 2004
Ferre De Graeve, Olivier De Jonghe, Olivier De Jonghe and Rudi Vander Vennet
KU Leuven - Center for Economic Studies, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Ghent University - Department of Financial Economics
Downloads 352 (128,976)
Citation 7

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Pass-through, retail bank interest rates, heterogeneous panel cointegration, bank lending channel, asymmetry

Competition, Transmission and Bank Pricing Policies: Evidence from Belgian Loan and Deposit Markets

Journal of Banking & Finance, 2006
Posted: 11 Oct 2006
Ferre De Graeve, Olivier De Jonghe, Olivier De Jonghe and Rudi Vander Vennet
KU Leuven - Center for Economic Studies, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Ghent University - Department of Financial Economics

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Pass-through, retail bank interest rates, heterogeneous panel cointegration, bank lending channel, asymmetry

9.

Do Stock Markets Discipline US Bank Holding Companies: Just Monitoring, or also Influencing?

Number of pages: 52 Posted: 10 Jul 2010 Last Revised: 13 Sep 2011
Lieven Baele, Valerie De Bruyckere, Olivier De Jonghe, Olivier De Jonghe and Rudi Vander Vennet
Tilburg University - Department of Finance, Ghent University - Department of Financial Economics, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Ghent University - Department of Financial Economics
Downloads 279 (166,122)
Citation 2

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monitoring, influencing, stochastic frontier, multiplicative heteroscedasticity regression, partial adjustment, opaqueness, earnings forecast dispersion, bank risk

10.

The Trade-Off between Monetary Policy and Bank Stability

International Journal of Central Banking 15(2), pp. 1-42. (2019)
Number of pages: 43 Posted: 12 Jan 2017 Last Revised: 06 Jan 2020
Martien Lamers, Frederik Mergaerts, Elien Meuleman and Rudi Vander Vennet
Ghent University - Faculty of Economics and Business Administration, Ghent University - Department of Financial Economics, Ghent University - Department of Financial Economics and Ghent University - Department of Financial Economics
Downloads 243 (190,698)
Citation 6

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banking, monetary policy, systemic risk,identification-through-heteroscedasticity

11.

Bank Market Structure and Firm Capital Structure in Europe

Number of pages: 44 Posted: 16 Feb 2009
Lieven Baert and Rudi Vander Vennet
Ghent University - Department of Financial Economics and Ghent University - Department of Financial Economics
Downloads 238 (195,295)
Citation 2

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Bank concentration, Capital structure

12.

Model Uncertainty and Systematic Risk in US Banking

Number of pages: 51 Posted: 14 Feb 2013
Lieven Baele, Valerie De Bruyckere, Olivier De Jonghe, Olivier De Jonghe and Rudi Vander Vennet
Tilburg University - Department of Finance, Ghent University - Department of Financial Economics, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Ghent University - Department of Financial Economics
Downloads 192 (237,444)
Citation 4

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Bayesian model average, bank risk, systematic risk, bank stock returns, bank supervision, fiÂ…nancial stability

13.

Exact Factor Pricing in a European Framework

Number of pages: 25 Posted: 14 Jul 2000
John Crombez and Rudi Vander Vennet
affiliation not provided to SSRN and Ghent University - Department of Financial Economics
Downloads 183 (247,770)

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Factor models, factor pricing tests

14.

Macroprudential Policy and Bank Systemic Risk

Number of pages: 47 Posted: 14 May 2019
Elien Meuleman and Rudi Vander Vennet
Ghent University - Department of Financial Economics and Ghent University - Department of Financial Economics
Downloads 171 (262,730)
Citation 4

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European banks, macroprudential policy, systemic risk

15.

Bank Bailouts in Europe and Bank Performance

Number of pages: 61 Posted: 10 Jan 2017 Last Revised: 04 Jun 2018
Maria Gerhardt and Rudi Vander Vennet
Ghent University and Ghent University - Department of Financial Economics
Downloads 135 (318,642)
Citation 2

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bank bailout, state aid, financial crisis, logit analysis

16.

Institutional Shareholders and Bank Capital

Number of pages: 52 Posted: 13 May 2018
Alexandre Garel, Arthur Petit-Romec and Rudi Vander Vennet
Audencia Business School, Toulouse Business School and Ghent University - Department of Financial Economics
Downloads 112 (365,393)
Citation 1

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Bank Capital, Leverage, Institutional Investors, Capital Structure, Financial Stability

17.

Unconventional Monetary Policy and Bank Risk Taking

Number of pages: 45 Posted: 31 Jul 2018 Last Revised: 09 Nov 2018
Thomas Matthys, Elien Meuleman and Rudi Vander Vennet
Ghent University - Department of Financial Economics, Ghent University - Department of Financial Economics and Ghent University - Department of Financial Economics
Downloads 110 (369,940)
Citation 1

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US Banks, Unconventional monetary policy, Risk taking, Syndicated loans

18.

Bank Performance in Europe and the US: A Divergence in Market-to-Book Ratios

Number of pages: 14 Posted: 13 Jan 2020
Mathieu Simoens and Rudi Vander Vennet
Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 90 (422,791)

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market-to-book ratio, European banks, US banks, franchise value, bank performance

19.

How Are Coco Bonds Perceived? Going Concern, Gone Concern, or None of the Above?

Number of pages: 54 Posted: 12 Jul 2021 Last Revised: 15 Jul 2021
Mouctar Bah, Koen Inghelbrecht, Koen J. L. Schoors, Nicolas Soenen and Rudi Vander Vennet
Ghent University - Department of Financial Economics, Ghent University - Department of Economics, Ghent University - Centre for Russian International Socio-Political and Economic Studies (CERISE), Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 88 (428,669)

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Systemic risk, CoCo bonds, contagion, risk premia

20.

ECB Monetary Policy and Bank Default Risk

Journal of International Money and Finance, Forthcoming
Number of pages: 41 Posted: 09 Jun 2020 Last Revised: 29 Nov 2021
Nicolas Soenen and Rudi Vander Vennet
Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 84 (440,770)
Citation 1

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Bank default risk, CDS spreads, Monetary policy, Sovereign risk

21.

European Bank Margins at the Zero Lower Bound

Number of pages: 47 Posted: 18 Nov 2021 Last Revised: 11 Feb 2022
Thomas Present, Mathieu Simoens and Rudi Vander Vennet
Ghent University - Department of Economics, Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 55 (550,582)

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euro area banks, zero lower bound, lending rate, deposit rate, reversal rate

22.

Sovereign Exposures of European Banks: It Is Not All Doom

Number of pages: 36 Posted: 06 Feb 2020
Martien Lamers, Thomas Present and Rudi Vander Vennet
Ghent University - Faculty of Economics and Business Administration, Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 49 (579,309)

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Sovereign Exposures, Risk Return, Securities Portfolio, Bank Balance Sheet

23.

Determinants of European Banks' Default Risk

Finance Research Letters, Forthcoming
Number of pages: 13 Posted: 28 Nov 2021
Nicolas Soenen and Rudi Vander Vennet
Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 46 (594,491)

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Bank default risk, CDS spreads, Monetary policy, Sovereign risk

24.

European bank profitability: the Great Convergence?

Number of pages: 14 Posted: 09 Feb 2022
Martien Lamers, Thomas Present and Rudi Vander Vennet
Ghent University - Faculty of Economics and Business Administration, Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 35 (657,276)

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Euro Area banks, bank profitability, beta convergence, sigma convergence, club clustering analysis

25.

Does BRRD Mitigate the Bank-Sovereign Risk Nexus?

Number of pages: 19 Posted: 07 Dec 2021
Martien Lamers, Thomas Present, Nicolas Soenen and Rudi Vander Vennet
Ghent University - Faculty of Economics and Business Administration, Ghent University - Department of Economics, Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 28 (704,999)

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BRRD, Bank-sovereign nexus, CDS spread, Instrumental variables

26.

ECB Monetary Policy and the Term Structure of Bank Default Risk

Number of pages: 36 Posted: 27 Jul 2022
Rudi Vander Vennet, Tom Beernaert and Nicolas Soenen
Ghent University - Department of Financial Economics, Ghent University and Ghent University - Department of Economics
Downloads 25 (727,726)

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ECB monetary policy, Bank default risk, Term structure of bank credit risk, CDS spreads

27.

Microeconomic Determinants of Acquisitions of Eastern European Banks by Western European Banks

Economics of Transition, Vol. 15, No. 2, pp. 285-308, April 2007
Number of pages: 24 Posted: 03 Apr 2007
Gleb Lanine and Rudi Vander Vennet
Ghent University - Department of Financial Economics and Ghent University - Department of Financial Economics
Downloads 23 (743,942)
Citation 1

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28.

Does Brrd Mitigate the Bank-to-Sovereign Risk Channel?

Number of pages: 34 Posted: 20 Jul 2022
Rudi Vander Vennet, Martien Lamers, Thomas Present and Nicolas Soenen
Ghent University - Department of Financial Economics, Ghent University, Ghent University - Department of Economics and Ghent University - Department of Economics
Downloads 20 (768,686)

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BRRD, Bank-sovereign nexus, bank-to-sovereign risk channel, bank earnings announcement, CDS spread

29.

BRRD Credibility and the Bank-Sovereign Nexus

Number of pages: 10 Posted: 07 Dec 2021
Martien Lamers, Thomas Present, Nicolas Soenen and Rudi Vander Vennet
Ghent University - Faculty of Economics and Business Administration, Ghent University - Department of Economics, Ghent University - Department of Economics and Ghent University - Department of Financial Economics
Downloads 19 (777,144)

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BRRD, Bank-sovereign nexus, CDS spread, Dynamic Correlation, DCC-MIDAS

30.

Determinants of Bank Interest Margins in Central and Eastern Europe: A Comparison with the West

Economic Systems, Vol. 32, No. 2, 2008
Posted: 31 Aug 2008
Sophie Claeys and Rudi Vander Vennet
Sveriges Riksbank - Research Division and Ghent University - Department of Financial Economics

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Bank interest margins, Transition economies, Institutional reform