Rudi Vander Vennet

Ghent University-Universiteit Gent - Department of Financial Economics

Professor

Ghent, 9000

Belgium

  • Ghent University-Universiteit Gent - Department of Financial Economics

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

19

DOWNLOADS
Rank 7,039

SSRN RANKINGS

Top 7,039

in Total Papers Downloads

6,215

CITATIONS
Rank 2,318

SSRN RANKINGS

Top 2,318

in Total Papers Citations

206

Scholarly Papers (19)

Actions:
Email selected abstracts
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-Universiteit Gent - Department of Financial Economics
Downloads 1,368 (13,238)
Citation 30

Abstract:

Loading...

2.

Does the Stock Market Value Bank Diversification?

Downloads 868 ( 26,166)

Does the Stock Market Value Bank Diversification?

Number of pages: 29 Posted: 22 Feb 2006
Lieven Baele, Olivier De Jonghe and Rudi Vander Vennet
Tilburg University - Department of Finance, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 868 (25,744)
Citation 77

Abstract:

Loading...

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, Lieven Baele and Rudi Vander Vennet
Tilburg University - Department of Finance, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Department of Financial Economics

Abstract:

Loading...

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 and Lieven Baele
Ghent University-Universiteit Gent - Department of Financial Economics, Tilburg University - Department of Finance and Tilburg University - Department of Finance
Downloads 775 (30,628)
Citation 1

Abstract:

Loading...

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-Universiteit Gent - Department of Financial Economics
Downloads 708 (34,641)
Citation 1

Abstract:

Loading...

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-Universiteit Gent - Department of Financial Economics and Single Resolution Board
Downloads 380 (76,212)
Citation 4

Abstract:

Loading...

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

6.

Bank/Sovereign Risk Spillovers in the European Debt Crisis

Downloads 335 ( 88,162)
Citation 75

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-Universiteit Gent, ECB -Financial Research Division and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 218 (137,826)
Citation 63

Abstract:

Loading...

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-Universiteit Gent, ECB -Financial Research Division and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 117 (235,620)
Citation 19

Abstract:

Loading...

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 and Rudi Vander Vennet
Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 329 (89,989)
Citation 13

Abstract:

Loading...

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 318 ( 93,402)
Citation 38

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 and Rudi Vander Vennet
KU Leuven - Center for Economic Studies, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 318 (92,824)
Citation 38

Abstract:

Loading...

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 and Rudi Vander Vennet
KU Leuven - Center for Economic Studies, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Department of Financial Economics

Abstract:

Loading...

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 and Rudi Vander Vennet
Tilburg University - Department of Finance, Ghent University - Department of Financial Economics, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 262 (114,947)
Citation 2

Abstract:

Loading...

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

10.

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-Universiteit Gent - Department of Financial Economics
Downloads 207 (145,095)

Abstract:

Loading...

Bank concentration, Capital structure

11.

Exact Factor Pricing in a European Framework

EFMA 2000 Athens
Number of pages: 25 Posted: 14 Jul 2000
John Crombez and Rudi Vander Vennet
affiliation not provided to SSRN and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 170 (173,631)

Abstract:

Loading...

Factor models, factor pricing tests

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 and Rudi Vander Vennet
Tilburg University - Department of Finance, Ghent University - Department of Financial Economics, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 166 (177,242)
Citation 7

Abstract:

Loading...

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

13.

The Trade-Off between Monetary Policy and Bank Stability

International Journal of Central Banking, Forthcoming
Number of pages: 43 Posted: 12 Jan 2017 Last Revised: 15 Jul 2018
Martien Lamers, Frederik Mergaerts, Elien Meuleman and Rudi Vander Vennet
Ghent University-Universiteit Gent - Faculty of Economics and Business Administration, Ghent University-Universiteit Gent - Department of Financial Economics, Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 123 (225,923)
Citation 3

Abstract:

Loading...

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

14.

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, SKEMA Business School and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 58 (358,037)
Citation 2

Abstract:

Loading...

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

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-Universiteit Gent and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 58 (358,037)

Abstract:

Loading...

bank bailout, state aid, financial crisis, logit analysis

16.

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-Universiteit Gent - Department of Financial Economics, Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 45 (400,537)

Abstract:

Loading...

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

17.

Macroprudential Policy and Bank Systemic Risk

Number of pages: 47 Posted: 14 May 2019
Elien Meuleman and Rudi Vander Vennet
Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 25 (486,855)

Abstract:

Loading...

European banks, macroprudential policy, systemic risk

18.

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-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 20 (514,932)
Citation 15
  • Add to Cart

Abstract:

Loading...

19.

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-Universiteit Gent - Department of Financial Economics

Abstract:

Loading...

Bank interest margins, Transition economies, Institutional reform