Rudi Vander Vennet

Ghent University - Department of Financial Economics

Professor

Ghent, 9000

Belgium

SCHOLARLY PAPERS

27

DOWNLOADS
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SSRN RANKINGS

Top 8,698

in Total Papers Downloads

7,096

SSRN CITATIONS
Rank 7,231

SSRN RANKINGS

Top 7,231

in Total Papers Citations

104

CROSSREF CITATIONS

77

Scholarly Papers (27)

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 1,408 (17,804)
Citation 17

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2.
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Citation 30

Does the Stock Market Value Bank Diversification?

Number of pages: 29 Posted: 22 Feb 2006
Tilburg University - Department of Finance, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Ghent University - Department of Financial Economics
Downloads 938 (31,753)
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
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
Ghent University - Department of Financial Economics, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Tilburg University - Department of Finance
Downloads 832 (38,066)
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 722 (46,140)

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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 389 (99,251)
Citation 5

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

6.

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 349 (112,119)
Citation 10

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

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
Ghent University - Department of Financial Economics, Ghent University, European Central Bank (ECB)European Central Bank (ECB) and Ghent University - Department of Financial Economics
Downloads 225 (175,772)
Citation 22

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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
Ghent University - Department of Financial Economics, Ghent University, European Central Bank (ECB)European Central Bank (ECB) and Ghent University - Department of Financial Economics
Downloads 123 (294,844)
Citation 21

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

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
KU Leuven - Center for Economic Studies, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and Ghent University - Department of Financial Economics
Downloads 337 (115,865)
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
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
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 274 (145,187)
Citation 2

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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 - Department of Financial Economics
Downloads 221 (179,163)
Citation 2

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Bank concentration, Capital structure

11.

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
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 193 (203,060)
Citation 6

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

12.

Model Uncertainty and Systematic Risk in US Banking

Number of pages: 51 Posted: 14 Feb 2013
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 180 (215,924)
Citation 4

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Bayesian model average, bank risk, systematic risk, bank stock returns, bank supervision, fiĀ…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 175 (221,203)

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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 148 (254,554)
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 108 (321,620)
Citation 2

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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 - Department of Financial Economics, Ghent University - Department of Financial Economics and Ghent University - Department of Financial Economics
Downloads 91 (359,607)
Citation 1

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

17.

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 87 (369,666)
Citation 1

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

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 67 (428,639)

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

19.

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 64 (438,931)
Citation 1

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

20.

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
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 57 (464,333)

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Systemic risk, CoCo bonds, contagion, risk premia

21.

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 31 (585,138)

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

22.

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 20 (657,826)
Citation 1
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23.

European Bank Margins at the Zero Lower Bound

Number of pages: 39 Posted: 18 Nov 2021
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 16 (687,057)

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European banks, interest margin, zero lower bound, lending rate, deposit rate

24.

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 14 (702,379)

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

25.

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 14 (702,379)

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

26.

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 13 (710,351)

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

27.

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