Sweder van Wijnbergen

Universiteit van Amsterdam

Professor

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

Centre for Economic Policy Research (CEPR)

London

United Kingdom

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Universiteit van Amsterdam

    • Email
    • Tel: +31 20 525 4011 / 4203
    • Fax: +31-35-624 91 82

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

64

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7,355

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70

CROSSREF CITATIONS

250

Scholarly Papers (64)

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1.

The Transmission of Monetary Policy Through Conventional and Islamic Banks

Downloads 768 ( 35,726)
Citation 2

The Transmission of Monetary Policy Through Conventional and Islamic Banks

European Banking Center Discussion Paper No. 2011-018, CentER Working Paper Series No. 2011-078
Number of pages: 56 Posted: 19 Jul 2011 Last Revised: 05 Feb 2013
Sajjad Zaheer, Steven Ongena and Sweder van Wijnbergen
State Bank of Pakistan - Monetary Policy Department, University of Zurich - Department of Banking and Finance and Universiteit van Amsterdam
Downloads 688 (40,894)
Citation 4

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Monetary policy, Islamic Banking, Pakistan

The Transmission of Monetary Policy Through Conventional and Islamic Banks

Tinbergen Institute Discussion Paper 12-048/2
Number of pages: 42 Posted: 27 Apr 2012
Sajjad Zaheer, Steven Ongena and Sweder van Wijnbergen
State Bank of Pakistan - Monetary Policy Department, University of Zurich - Department of Banking and Finance and Universiteit van Amsterdam
Downloads 80 (342,288)
Citation 1

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Monetary policy, Islamic Banking, Pakistan

2.

Sukuk Defaults: On Distress Resolution in Islamic Finance

Tinbergen Institute Discussion Paper 13-087/VI/DSF57
Number of pages: 53 Posted: 16 Jul 2013 Last Revised: 30 Jan 2016
Sweder van Wijnbergen and Sajjad Zaheer
Universiteit van Amsterdam and State Bank of Pakistan - Monetary Policy Department
Downloads 525 (58,948)
Citation 3

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Defaults, Islamic Securities, Islamic Finance

3.

Capital Market Failure, Adverse Selection and Equity Financing of Higher Education

Tinbergen Institute Discussion Paper No. TI 05-037/3
Number of pages: 28 Posted: 19 Apr 2005
Bas Jacobs and Sweder van Wijnbergen
Erasmus University Rotterdam (EUR) and Universiteit van Amsterdam
Downloads 482 (65,560)
Citation 3

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Human capital, capital market imperfections, credit rationing, financing risky investment, optimal education finance, graduate taxes, education subsidies

4.

Cocos, Contagion and Systemic Risk

Downloads 367 ( 90,580)
Citation 11

Cocos, Contagion and Systemic Risk

Tinbergen Institute Discussion Paper 14-110/VI/DSF 79
Number of pages: 55 Posted: 22 Aug 2014 Last Revised: 07 Oct 2014
Stephanie Chan and Sweder van Wijnbergen
Xiamen University and Universiteit van Amsterdam
Downloads 366 (90,158)
Citation 12

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Contingent Convertible Capital, Contagion, Systemic Risk, Bank Runs, Global Games

Cocos, Contagion and Systemic Risk

CEPR Discussion Paper No. DP10960
Number of pages: 45 Posted: 01 Dec 2015
Stephanie Chan and Sweder van Wijnbergen
Xiamen University and Universiteit van Amsterdam
Downloads 1 (756,276)
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Bank Runs, Contagion, Contingent Convertible Capital, Global games, Systemic Risk

5.

The Global Macroeconomics of a Trade War. The Eagle Model on the US-China Trade Conflict

Downloads 359 ( 92,880)
Citation 3

The Global Macroeconomics of a Trade War. The Eagle Model on the US-China Trade Conflict

De Nederlandsche Bank Working Paper No. 623, 2019
Number of pages: 30 Posted: 05 Feb 2019
Wilko Bolt, Kostas Mavromatis and Sweder van Wijnbergen
De Nederlandsche Bank (Dutch Central Bank), De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 306 (110,396)
Citation 5

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flash crash, spillovers, financial stability, connectedness

The Global Macroeconomics of a Trade War: The EAGLE Model on the US-China Trade Conflict

Tinbergen Institute Discussion Paper 2019-015/VIII
Number of pages: 28 Posted: 12 Mar 2019
Wilko Bolt, Kostas Mavromatis and Sweder van Wijnbergen
De Nederlandsche Bank (Dutch Central Bank), De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 49 (441,869)

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Trade Policy, Exchange Rates, Trade Diversion, Local Currency Pricing

The Global Macroeconomics of a Trade War: the Eagle Model on the Us-China Trade Conflict

CEPR Discussion Paper No. DP13495
Number of pages: 29 Posted: 04 Feb 2019
Wilko Bolt, Kostas Mavromatis and Sweder van Wijnbergen
De Nederlandsche Bank (Dutch Central Bank), De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 4 (721,510)
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Exchange Rates, Local Currency Pricing, trade diversion, trade policy

6.

Will Islamic Banking Make the World Less Risky? An Empirical Analysis of Capital Structure, Risk Shifting and Financial Stability

Tinbergen Institute Discussion Paper 15-051/VI/DSF92
Number of pages: 34 Posted: 19 May 2015 Last Revised: 02 Jun 2015
Moazzam Farooq, Sweder van Wijnbergen and Sajjad Zaheer
Central Bank of Oman, Universiteit van Amsterdam and State Bank of Pakistan - Monetary Policy Department
Downloads 311 (109,075)
Citation 4

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Islamic Banking, risk shifting, asset quality, financial stability

7.

Nigeria's Growth Record: Dutch Disease or Debt Overhang?

World Bank Policy Research Working Paper No. 4256
Number of pages: 32 Posted: 20 Apr 2016
Gaobo Pang, Nina Budina and Sweder van Wijnbergen
Northern Trust Asset Management, World Bank and Universiteit van Amsterdam
Downloads 304 (111,795)
Citation 7

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Public Sector Expenditure Analysis & Management, Economic Theory & Research, Public Sector Economics & Finance, Markets and Market Access, Economic Stabilization

8.

On Zombie Banks and Recessions after Systemic Banking Crises: Government Intervention Matters

Tinbergen Institute Discussion Paper 13-039/IV/DSF54
Number of pages: 34 Posted: 06 Mar 2013 Last Revised: 10 Feb 2014
Sweder van Wijnbergen and Timotej Homar
Universiteit van Amsterdam and University of Amsterdam
Downloads 285 (119,704)
Citation 1

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Financial crises, intervention policies, zombie banks, economic recovery, bank restructuring, bank recapitalization

9.

Economic Growth and the Volatility of Foreign Aid

Tinbergen Institute Discussion Paper 10-002/2
Number of pages: 37 Posted: 14 Jan 2010
Michal Chervin and Sweder van Wijnbergen
University of Amsterdam - Faculty of Economics and Business (FEB) and Universiteit van Amsterdam
Downloads 267 (128,264)
Citation 3

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foreign aid, volatility, economic growth

10.

Quantitative Approaches to Fiscal Sustainability Analysis: A New World Bank Tool Applied to Turkey

World Bank Policy Research Working Paper No. 4169
Number of pages: 41 Posted: 20 Apr 2016
Nina Budina and Sweder van Wijnbergen
World Bank and Universiteit van Amsterdam
Downloads 257 (133,469)

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Economic Theory & Research, External Debt, Economic Stabilization, Banks & Banking Reform, Public Sector Economics & Finance

11.

The 'How To' of Fiscal Sustainability: A Technical Manual for Using the Fiscal Sustainability Tool

World Bank Policy Research Working Paper No. 4170
Number of pages: 71 Posted: 20 Apr 2016
Luca Bandiera, Nina Budina, Michel Klijn and Sweder van Wijnbergen
World Bank, World Bank, affiliation not provided to SSRN and Universiteit van Amsterdam
Downloads 248 (138,306)

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Economic Theory & Research, External Debt, Strategic Debt Management, Economic Stabilization, Public Sector Economics & Finance

12.

A Reappraisal of How Oral Rehydration Therapy Affected Mortality in Egypt

World Bank Policy Research Working Paper No. 1052
Number of pages: 32 Posted: 20 Apr 2016
Nina Budina and Sweder van Wijnbergen
World Bank and Universiteit van Amsterdam
Downloads 207 (164,276)

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Statistical & Mathematical Sciences, Demographics, Health Systems Development & Reform, Early Child and Children & #39, Health Monitoring & Evaluation, Early Child and Children's Health

13.

Fiscal Deficits, Financial Fragility, and the Effectiveness of Government Policies

Downloads 174 (192,293)
Citation 3

Fiscal Deficits, Financial Fragility, and the Effectiveness of Government Policies

Tinbergen Institute Discussion Paper 12-044/2
Number of pages: 49 Posted: 03 May 2012
Markus Kirchner and Sweder van Wijnbergen
Central Bank of Chile and Universiteit van Amsterdam
Downloads 131 (243,759)
Citation 4

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financial intermediation, fiscal policy, sovereign debt

Fiscal Deficits, Financial Fragility, and the Effectiveness of Government Policies

Bundesbank Discussion Paper No. 20/2012
Number of pages: 64 Posted: 21 Jun 2016
Markus Kirchner and Sweder van Wijnbergen
Central Bank of Chile and Universiteit van Amsterdam
Downloads 43 (467,136)

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financial intermediation, fiscal policy, sovereign debt

14.

CoCo Design, Risk Shifting Incentives and Capital Regulation

Downloads 169 (197,191)
Citation 12

CoCo Design, Risk Shifting Incentives and Capital Regulation

Tinbergen Institute Discussion Paper 16-007/VI
Number of pages: 43 Posted: 02 Feb 2016 Last Revised: 09 Dec 2017
Stephanie Chan and Sweder van Wijnbergen
Xiamen University and Universiteit van Amsterdam
Downloads 167 (199,390)
Citation 13

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Contingent Convertible Capital, Systemic Risk, Risk Shifting Incentives, Capital Requirements

Coco Design, Risk Shifting and Financial Fragility

CEPR Discussion Paper No. DP11099
Number of pages: 44 Posted: 17 Feb 2016 Last Revised: 11 Dec 2017
Stephanie Chan and Sweder van Wijnbergen
Xiamen University and Universiteit van Amsterdam
Downloads 2 (742,037)
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capital requirements, contingent convertible capital, risk shifting incentives, systemic risk

15.

Long-Term Fiscal Risks and Sustainability in an Oil-Rich Country: The Case of Russia

World Bank Policy Research Working Paper No. 5240
Number of pages: 33 Posted: 20 Apr 2016
Zeljko Bogetic, Karlis Smits, Nina Budina and Sweder van Wijnbergen
World Bank, Queen's University, World Bank and Universiteit van Amsterdam
Downloads 156 (211,100)
Citation 1

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Debt Markets, Public Sector Expenditure Policy, Environmental Economics & Policies, Economic Stabilization, Currencies and Exchange Rates

16.

The Impact of Czech Privatisation Methods on Enterprise Performance Incorporating Initial Selection Bias Correction

Number of pages: 20 Posted: 01 Jul 1997
Anton Marcincein and Sweder van Wijnbergen
Center for the Protection of Human Rights (CPHR) - LSE and Universiteit van Amsterdam
Downloads 155 (212,263)
Citation 2

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17.

On Risk, Leverage and Banks: Do Highly Leveraged Banks Take on Excessive Risk?

Duisenberg School of Finance - Tinbergen Institute Discussion Paper TI 12-022/2/DSF31
Number of pages: 27 Posted: 19 Mar 2013
Martin Koudstaal and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 154 (213,404)
Citation 4

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bank fragility, risk shifting, deposit insurance, gambles for resurrection

18.

Debt, Deficits, and Destabilizing Monetary Policy in Open Economies

Downloads 150 (218,105)
Citation 5

Debt, Deficits, and Destabilizing Monetary Policy in Open Economies

Tinbergen Institute Discussion Paper No. TI 2006-045/2
Number of pages: 39 Posted: 19 May 2006
Andreas Schabert and Sweder van Wijnbergen
University of Cologne - Department of Economics and Universiteit van Amsterdam
Downloads 127 (249,647)
Citation 7

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Fiscal-monetary policy interactions, sovereign default risk, foreign debt, inflation targeting, original sin

Debt, Deficits and Destabilizing Monetary Policy in Open Economies

CEPR Discussion Paper No. 5590
Number of pages: 37 Posted: 28 Jun 2006
Andreas Schabert and Sweder van Wijnbergen
University of Cologne - Department of Economics and Universiteit van Amsterdam
Downloads 23 (576,841)
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Fiscal-monetary policy interactions, sovereign default risk, foreign debt, inflation targeting, policy implementation

19.

Contingent Convertibles: Can the Market Handle Them?

Downloads 138 (233,192)
Citation 4

Contingent Convertibles: Can the Market Handle Them?

De Nederlandsche Bank Working Paper No. 572
Number of pages: 41 Posted: 04 Oct 2017 Last Revised: 05 Oct 2017
Gera Kiewiet, Iman van Lelyveld and Sweder van Wijnbergen
De Nederlandsche Bank, De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 84 (332,221)
Citation 2

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Contingent Convertible Capital, Systemic Risk

Contingent Convertibles: Can the Market Handle Them?

Tinbergen Institute Discussion Paper 17-095/VI
Number of pages: 39 Posted: 09 Oct 2017 Last Revised: 11 Oct 2017
Gera Kiewiet, Iman van Lelyveld and Sweder van Wijnbergen
De Nederlandsche Bank, De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 54 (422,778)
Citation 3

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contagion, contingent convertible capital, systemic risk

Contingent Convertibles: Can the Market Handle Them?

CEPR Discussion Paper No. DP12359
Number of pages: 40 Posted: 16 Oct 2017
Gera Kiewiet, Iman van Lelyveld and Sweder van Wijnbergen
De Nederlandsche Bank, De Nederlandsche Bank and Universiteit van Amsterdam
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contagion, Contingent Convertible Capital, systemic risk

20.

HIV/AIDS, Risk Aversion and Intertemporal Choice

Tinbergen Institute Discussion Paper No. 2007-098/1
Number of pages: 34 Posted: 06 Feb 2008
Judith Lammers and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 135 (237,311)
Citation 5

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discount rate, risk aversion, perceived HIV infection risk, mortality, time preferences, marginal utility, hyperbolic discounting

21.

Private Capital Flows to Low Income Countries: Country-Specific Effects and the Lucas Paradox

Number of pages: 43 Posted: 24 Mar 2010
Corine Franken and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 134 (238,706)
Citation 2

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22.

Long Term Government Debt, Financial Fragility and Sovereign Default Risk

Tinbergen Institute Discussion Paper 13-052/VI/DSF55
Number of pages: 31 Posted: 03 Apr 2013 Last Revised: 04 Apr 2013
Christiaan van der Kwaak and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 118 (262,858)

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Financial Intermediation, Macrofinancial Fragility, Fiscal Policy, Sovereign Default Risk

23.

Education and Labor Market Activity of Women: An Age-Group Specific Empirical Analysis

Downloads 92 (311,196)

Education and Labor Market Activity of Women: An Age-Group Specific Empirical Analysis

Netspar Discussion Paper No. 11/2009 - 050
Number of pages: 53 Posted: 30 Mar 2010
Claudia Muench, Sweder van Wijnbergen and Arjan Lejour
affiliation not provided to SSRN, Universiteit van Amsterdam and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 57 (412,033)

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Education and Labor Market Activity of Women: An Age-Group Specific Empirical Analysis

Tinbergen Institute Discussion Paper 09-099/2
Number of pages: 54 Posted: 14 Nov 2009
Claudia Muench and Sweder van Wijnbergen
affiliation not provided to SSRN and Universiteit van Amsterdam
Downloads 35 (504,736)

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female labour market participation, fertility, educational achievements, aging

24.

Contingent Convertible Bonds: Who Invests in European Cocos?

De Nederlandsche Bank Working Paper No. 543
Number of pages: 18 Posted: 31 May 2017
Martijn Adriaan Boermans and Sweder van Wijnbergen
De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 91 (313,319)
Citation 1

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contingent convertible debt, CoCos, banks, systemic risk, securities holdings

25.

'How To' of Fiscal Sustainability in Oil-Rich Countries: The Case of Azerbaijan

Number of pages: 20 Posted: 02 Feb 2012
Luca Bandiera, Nina Budina and Sweder van Wijnbergen
World Bank, World Bank and Universiteit van Amsterdam
Downloads 90 (315,404)
Citation 2

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26.

Gender Differences, HIV Risk Perception and Condom Use

Tinbergen Institute Discussion Paper 11-051/2
Number of pages: 28 Posted: 14 Mar 2011
Judith Lammers, Sweder van Wijnbergen and Daan Willebrands
University of Amsterdam, Universiteit van Amsterdam and Atradius Credit Insurance
Downloads 89 (317,666)
Citation 2

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prevention, knowledge, HIV/AIDS, risk perception, gender, condom use

27.

Fiscal Sustainability, Volatility and Oil Wealth: A Stochastic Analysis of Fiscal Spending Rules

Tinbergen Discussion Paper No. 11-068/2
Number of pages: 32 Posted: 20 Apr 2011
Sweder van Wijnbergen and Nina Budina
Universiteit van Amsterdam and World Bank
Downloads 79 (341,540)
Citation 1

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volatility, oil wealth, fiscal sustainability

28.

Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition

Tinbergen Institute Discussion Paper 14-149/VI
Number of pages: 52 Posted: 02 Dec 2014
Lin Zhao and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 75 (351,916)

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real options, time varying volatility and fat tails, GAS models, model ambiguity, decision making in incomplete markets, utility indifference pricing

29.

Imperfect Information, Lagged Labor Adjustment and the Great Moderation

Tinbergen Institute Discussion Paper 09-063/2
Number of pages: 36 Posted: 17 Jul 2009 Last Revised: 28 Jun 2012
Tim Willems and Sweder van Wijnbergen
University of Oxford - Nuffield College of Medicine and Universiteit van Amsterdam
Downloads 71 (362,767)
Citation 3

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imperfect information, labor adjustment, jobless growth, option value of waiting, Great Moderation

30.

Learning Dynamics and the Support for Economic Reforms: Why Good News Can Be Bad

Tinbergen Institute 12-043/2
Number of pages: 32 Posted: 25 Apr 2012 Last Revised: 10 Nov 2012
Sweder van Wijnbergen and Tim Willems
Universiteit van Amsterdam and University of Oxford - Nuffield College of Medicine
Downloads 63 (386,346)

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learning, political economy, reform, sequencing, privatization

31.

Inflation, External Debt and Financial Sector Reform: a Quantitative Approach to Consistent Fiscal Policy with an Application to Turkey

NBER Working Paper No. w2731
Number of pages: 38 Posted: 27 Apr 2000 Last Revised: 05 Jan 2002
Ritu Anand and Sweder van Wijnbergen
World Bank and Universiteit van Amsterdam
Downloads 60 (395,765)

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32.

Accounting Noise and the Pricing of Cocos

Downloads 56 (409,405)
Citation 2

Accounting Noise and the Pricing of Cocos

Tinbergen Institute Discussion Paper 2018-037/VI
Number of pages: 44 Posted: 02 May 2018
Mike Derksen, Peter Spreij and Sweder van Wijnbergen
University of Amsterdam - Korteweg-de Vries Institute for Mathematics, Universiteit van Amsterdam, Korteweg-de Vries Institute for Mathematics and Universiteit van Amsterdam
Downloads 56 (415,641)
Citation 2

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Contingent Capital Pricing, Accounting Noise, Coco Triggers, Coco Design, Risk Taking Incentives, Investment Incentives

Accounting Noise and the Pricing of CoCos

CEPR Discussion Paper No. DP12869
Number of pages: 45 Posted: 16 Apr 2018
Mike Derksen, Peter Spreij and Sweder van Wijnbergen
University of Amsterdam - Korteweg-de Vries Institute for Mathematics, Universiteit van Amsterdam, Korteweg-de Vries Institute for Mathematics and Universiteit van Amsterdam
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accounting noise, Coco design, Coco triggers, Contingent capital pricing, Investment incentives, risk taking incentives

33.

Optimal Learning on Climate Change: Why Climate Skeptics Should Reduce Emissions

Tinbergen Institute Discussion Paper 12-085/2
Number of pages: 35 Posted: 22 Aug 2012
Sweder van Wijnbergen and Tim Willems
Universiteit van Amsterdam and University of Oxford - Nuffield College of Medicine
Downloads 53 (419,702)

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climate policy, global warming, climate skepticism, active learning, irreversibilities

34.

Unclogging the Credit Channel: On the Macroeconomics of Banking Frictions

Downloads 51 (426,835)
Citation 1

Unclogging the Credit Channel: On the Macroeconomics of Banking Frictions

Tinbergen Institute Discussion Paper 2018-006/VI
Number of pages: 52 Posted: 25 Jan 2018 Last Revised: 18 Feb 2018
Sweder van Wijnbergen and Egle Jakucionyte
Universiteit van Amsterdam and University of Amsterdam, Faculty of Economics and Business (FEB), Students
Downloads 51 (434,051)
Citation 1

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Banking frictions, Fiscal Policy, Capital Requirements, volatility Shocks

Unclogging the Credit Channel: On the Macroeconomics of Banking Frictions

CEPR Discussion Paper No. DP12729
Number of pages: 53 Posted: 20 Feb 2018
Egle Jakucionyte and Sweder van Wijnbergen
University of Amsterdam, Faculty of Economics and Business (FEB), Students and Universiteit van Amsterdam
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Banking frictions, Capital requirements, Fiscal policy, volatility Shocks

35.

Excess Capacity, Monopolistic Competition, and International Transmission of Monetary Disturbances

NBER Working Paper No. w2262
Number of pages: 36 Posted: 09 Jan 2007 Last Revised: 08 Sep 2010
Lars E. O. Svensson and Sweder van Wijnbergen
Stockholm School of Economics and Universiteit van Amsterdam
Downloads 51 (426,835)
Citation 1

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36.

What Option Prices Tell Us About the ECB's Unconventional Monetary Policies

Downloads 49 (434,258)

What Option Prices Tell Us About the ECB's Unconventional Monetary Policies

Tinbergen Institute Discussion Paper 2018-096/VI
Number of pages: 42 Posted: 19 Dec 2018
Stan Olijslagers, Annelie Petersen, Nander de Vette and Sweder van Wijnbergen
University of Amsterdam, De Nederlandsche Bank, De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 49 (441,869)
Citation 1

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Quantitative Easing, Unconventional Monetary Policies, Exchange Rate Crash Risk, Risk Reversals, Mixed Diffusion Jump Risk Models

What Option Prices Tell Us About the ECB's Unconventional Monetary Policies

CEPR Discussion Paper No. DP13371
Number of pages: 43 Posted: 11 Dec 2018 Last Revised: 17 Dec 2018
Nander de Vette, Annelie Petersen, Stan Olijslagers and Sweder van Wijnbergen
De Nederlandsche Bank, De Nederlandsche Bank, University of Amsterdam and Universiteit van Amsterdam
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Exchange Rate Crash Risk, mixed diffusion jump risk models, Quantitative easing, risk reversals, unconventional monetary policies

37.

Finanial Policy and Speculative Runs with a Crawling Peg: Argentina 1979-1981

NBER Working Paper No. w2376
Number of pages: 26 Posted: 06 Apr 2007 Last Revised: 01 Jul 2010
Robert E. Cumby and Sweder van Wijnbergen
Georgetown University - Department of Economics and Universiteit van Amsterdam
Downloads 46 (445,824)
Citation 1

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38.

Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity

Tinbergen Institute Discussion Paper 15-104/VI/DSF95
Number of pages: 34 Posted: 08 Sep 2015
Lin Zhao and Sweder van Wijnbergen
Vrije Universiteit Amsterdam, School of Business and Economics and Universiteit van Amsterdam
Downloads 44 (453,872)

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stochastic volatility, Generalised Autoregressive Score modeling, incomplete markets, real options, utility indifference pricing, gas storage, capacity constraints

39.

What Option Prices Tell Us About the ECB’s Unconventional Monetary Policies

De Nederlandsche Bank Working Paper No. 629
Number of pages: 45 Posted: 10 Apr 2019
Stan Olijslagers, Annelie Petersen, Nander de Vette and Sweder van Wijnbergen
University of Amsterdam, De Nederlandsche Bank, De Nederlandsche Bank and Universiteit van Amsterdam
Downloads 42 (462,152)
Citation 1

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Quantitative Easing, Unconventional Monetary Policies, Exchange Rate Crash Risk, Risk Reversals, Mixed Diffusion Jump Risk Models

40.

Fiscal Deficits, Exchange Rate Crises and Inflation

NBER Working Paper No. w2130
Number of pages: 49 Posted: 23 Apr 2004
Sweder van Wijnbergen
Universiteit van Amsterdam
Downloads 34 (497,998)
Citation 2

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41.

Debt Overhang, Exchange Rates and the Macroeconomics of Carry Trade

Tinbergen Institute Discussion Paper 2017-005/VI
Number of pages: 74 Posted: 16 Jan 2017 Last Revised: 22 Jun 2018
Egle Jakucionyte and Sweder van Wijnbergen
University of Amsterdam, Faculty of Economics and Business (FEB), Students and Universiteit van Amsterdam
Downloads 32 (507,900)

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Debt overhang, foreign currency debt, leveraged banks, small open economy, Hungary

42.

Learning Dynamics and Support for Economic Reforms: Why Good News Can Be Bad

World Bank Policy Research Working Paper No. 6973
Number of pages: 31 Posted: 20 Apr 2016
Sweder van Wijnbergen and Tim Willems
Universiteit van Amsterdam and University of Oxford - Nuffield College of Medicine
Downloads 32 (507,900)

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Social Analysis, State Owned Enterprise Reform, Economics and Finance of Public Institution Development, Government Policies, Public Sector Administrative & Civil Service Reform, Energy Privatization, Democratic Government, National Governance, Youth and Governance, Quality of Life & Leisure, Public Sector Administrative and Civil Service Reform, De Facto Governments, Privatization

43.

Tariffs, the Real Exchange Rate and the Terms of Trade: on Two Popular Propositions in International Economics

NBER Working Paper No. w2365
Number of pages: 15 Posted: 06 Apr 2007
Sweder van Wijnbergen and Sweder van Wijnbergen
affiliation not provided to SSRN and Universiteit van Amsterdam
Downloads 30 (518,175)

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44.

Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds

Downloads 29 (523,561)
Citation 3

Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds

Tinbergen Institute Discussion Paper 2017-114/VI
Number of pages: 37 Posted: 12 Dec 2017
Damiaan Chen and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 18 (612,550)
Citation 2

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uniform policies, pension funds, transition, income inequality

Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds

De Nederlandsche Bank Working Paper No. 641 (2019)
Number of pages: 45 Posted: 15 Jun 2019
Damiaan Chen and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
Downloads 11 (665,609)
Citation 1

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uniform policies, pension funds, transition, income inequality

Redistributive Consequences of Abolishing Uniform Contribution Policies in Pension Funds

CEPR Discussion Paper No. DP12497
Number of pages: 38 Posted: 19 Dec 2017
Damiaan Chen and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
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Income inequality, pension funds, transition, uniform contribution policies

45.

A Real Option Perspective on Valuing Gas Fields

Tinbergen Institute Discussion Paper 13-126/VI/DSF60
Number of pages: 54 Posted: 29 Jan 2016
Lin Zhao and Sweder van Wijnbergen
Vrije Universiteit Amsterdam, School of Business and Economics and Universiteit van Amsterdam
Downloads 28 (529,136)
Citation 1

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real options, unhedgeable risks, volatility clustering, gas field valuation, pricing flexibility

46.

Financial Fragility, Sovereign Default Risk and the Limits to Commercial Bank Bail-Outs

Tinbergen Institute Discussion Paper 13-179/VI/DSF65
Number of pages: 45 Posted: 29 Jan 2016
Sweder van Wijnbergen and Christiaan van der Kwaak
Universiteit van Amsterdam and University of Amsterdam
Downloads 28 (529,136)
Citation 2

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Financial Intermediation; Macrofinancial Fragility; Fiscal Policy; Sovereign Default Risk

47.

The Welfare Effects of Trade and Capital Market Liberalization: Consequences of Different Sequencing Scenarios

NBER Working Paper No. w1245
Number of pages: 28 Posted: 16 Jul 2004
Sebastian Edwards and Sweder van Wijnbergen
University of California, Los Angeles (UCLA) - Global Economics and Management (GEM) Area and Universiteit van Amsterdam
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48.

Monopolistic Competition, Credibility and the Output Costs of Disinflation Programs: An Analysis of Price Controls

NBER Working Paper No. w2302
Number of pages: 50 Posted: 05 Feb 2001
Sweder van Wijnbergen
Universiteit van Amsterdam
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49.

Financial Fragility and the Fiscal Multiplier

Tinbergen Institute Discussion Paper 14-004/VI/DSF70
Number of pages: 99 Posted: 07 Jan 2014 Last Revised: 26 Oct 2017
Christiaan van der Kwaak and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
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Financial Intermediation, Macrofinancial Fragility, Fiscal Policy, Sovereign Default Risk

50.

Tariffs, Employment and the Current Account: Real Wage Resistance and the Macroeconomics of Protectionism

NBER Working Paper No. w2261
Number of pages: 30 Posted: 25 Jul 2007 Last Revised: 07 Sep 2010
Sweder van Wijnbergen
Universiteit van Amsterdam
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51.

Capital Controls and the Real Exchange Rate

NBER Working Paper No. w2940
Number of pages: 30 Posted: 29 Dec 2006 Last Revised: 16 Jul 2010
Sweder van Wijnbergen
Universiteit van Amsterdam
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52.

Signalling, Wage Controls and Monetary Disinflation Policy

NBER Working Paper No. w2939
Number of pages: 28 Posted: 24 Jul 2007 Last Revised: 15 Jul 2010
Torsten Persson and Sweder van Wijnbergen
Stockholm University - Institute for International Economic Studies (IIES) and Universiteit van Amsterdam
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53.

Real interest rates, exchange rates and the ZLB: on Secular Stagnation

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Real interest rates, exchange rates and the ZLB: on Secular Stagnation

Tinbergen Institute Discussion Paper 2018-032/VI
Number of pages: 44 Posted: 11 Apr 2018 Last Revised: 28 Oct 2018
Sweder van Wijnbergen
Universiteit van Amsterdam
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equilibrium real interest rates, aging, productivity change; the ZLB, real exchange rates, import tariffs

Real Interest Rates, Exchange Rates and the ZLB: On Secular Stagnation

CEPR Discussion Paper No. DP12837
Number of pages: 45 Posted: 12 Apr 2018 Last Revised: 29 Oct 2018
Sweder van Wijnbergen
Universiteit van Amsterdam
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aging, equilibrium real interest rates, import tariffs, productivity change, real exchange rates, the ZLB

54.

Commit to a Credible Path of Rising CO2 Prices

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Commit to a Credible Path of Rising CO2 Prices

Tinbergen Institute Discussion Paper 2020-028/VI
Number of pages: 30 Posted: 22 Jun 2020
Sweder van Wijnbergen, Rick van der Ploeg and Stan Olijslagers
Universiteit van Amsterdam, University of Oxford and University of Amsterdam
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CO2 Prices, Risk, Damages

Commit to a Credible Path of Rising CO2 Prices

CEPR Discussion Paper No. DP14795
Number of pages: 30 Posted: 28 May 2020
Stan Olijslagers, Rick van der Ploeg and Sweder van Wijnbergen
University of Amsterdam, University of Oxford and Universiteit van Amsterdam
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CO2 prices, Damages, risk

55.

Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences

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Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences

Tinbergen Institute Discussion Paper 2019-030/VI
Number of pages: 70 Posted: 28 May 2019
Stan Olijslagers and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
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Social Cost of Carbon, Ambiguity Aversion, Epstein-Zin Preferences, Stochastic Differential Utility, Climate Change

Discounting the Future: On Climate Change, Ambiguity Aversion and Epstein-Zin Preferences

CEPR Discussion Paper No. DP13708
Number of pages: 71 Posted: 07 May 2019
Stan Olijslagers and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
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ambiguity aversion, climate change, Epstein-Zin Preferences, Social cost of carbon, Stochastic Differential Utility

56.

Fiscal Sustainability, Volatility and Oil Wealth

Economics of Transition, Vol. 19, Issue 4, pp. 639-666, 2011
Number of pages: 28 Posted: 22 Sep 2011
Sweder van Wijnbergen and Nina T. Budina
Universiteit van Amsterdam and International Monetary Fund
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E27, E62, H63, H68, O13, Q38, Volatility, oil wealth, fiscal sustainability

57.

Risk-Taking, Competition and Uncertainty: Do Coco Bonds Increase the Risk Appetite of Banks?

CEPR Discussion Paper No. DP14530
Number of pages: 55 Posted: 08 May 2020
Mahmoud Fatouh, Ioana Neamtu and Sweder van Wijnbergen
University of Essex, University of Amsterdam - Amsterdam School of Economics (ASE) and Universiteit van Amsterdam
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Bank Capital Structure, Contingent Convertible Bonds, Risk Taking

58.

Unhedgeable Inflation Risk within Pension Schemes

CEPR Discussion Paper No. DP13742
Number of pages: 60 Posted: 22 May 2019
Roel M. W. J. Beetsma, Damiaan Chen and Sweder van Wijnbergen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam and Universiteit van Amsterdam
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incomplete markets, pension contract, Unhedgeable inflation risk, Valuation, welfare loss

59.

Financial Fragility and the Keynesian Multiplier

CEPR Discussion Paper No. DP12394
Number of pages: 100 Posted: 30 Oct 2017
Christiaan van der Kwaak and Sweder van Wijnbergen
University of Groningen and Universiteit van Amsterdam
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Financial Intermediation; Macrofinancial Fragility; Fiscal Policy; Sovereign Default Risk

60.

Debt Overhang, Exchange Rates and the Macroeconomics of Carry Trade

CEPR Discussion Paper No. DP11788
Number of pages: 75 Posted: 23 Jan 2017 Last Revised: 18 Jun 2018
Egle Jakucionyte and Sweder van Wijnbergen
University of Amsterdam, Faculty of Economics and Business (FEB), Students and Universiteit van Amsterdam
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Debt overhang, foreign currency debt, Hungary, leveraged banks, small open economy

61.

On Zombie Banks and Recessions after Systemic Banking Crises

CEPR Discussion Paper No. DP10963
Number of pages: 62 Posted: 01 Dec 2015
Timotej Homar and Sweder van Wijnbergen
University of Amsterdam and Universiteit van Amsterdam
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bank recapitalization, economic recovery, financial crises, intervention, regulatory forbearance, zombie banks

62.

Quantitative Approaches to Fiscal Sustainability Analysis: A Case Study of Turkey Since the Crisis of 2001

The World Bank Economic Review, Vol. 23, Issue 1, pp. 119-140, 2009
Posted: 17 Mar 2009
Nina Budina and Sweder van Wijnbergen
World Bank and Universiteit van Amsterdam

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E61, E62, F34, C15

63.

"Savings, Commodity Market Rationing, and the Real Rate of Interest in China"

Journal of Money, Credit and Banking, Vol. 22, No. 2, May 1990
Posted: 26 Apr 2006
Andrew Feltenstein, David E. Lebow and Sweder van Wijnbergen
Georgia State University - Department of Economics, Board of Governors of the Federal Reserve System and Universiteit van Amsterdam

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China, rationing, repressed inflation, interest rates

64.

Bank Restructuring and Enterprise Reform

EBRD Working paper no 29
Posted: 04 Nov 1998
Sweder van Wijnbergen
Universiteit van Amsterdam

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