Ivo J.M. Arnold

Nyenrode University

3621 BG Breukelen

Netherlands

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

SCHOLARLY PAPERS

14

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CITATIONS
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in Total Papers Citations

15

Scholarly Papers (14)

1.

Stock Market Volatility and Macroeconomic Uncertainty: Evidence from Survey Data

NRG Working Paper No. 06-08
Number of pages: 35 Posted: 21 Apr 2006
Ivo J.M. Arnold and Evert B. Vrugt
Nyenrode University and VU University Amsterdam, PGO-IM
Downloads 367 (49,454)

Abstract:

Stock market volatility, macro-economic factors, survey data

2.

The Vulnerability of Banks to Government Default Risk in the EMU

FMG Working Paper No. 115
Number of pages: 29 Posted: 15 Dec 1999
Ivo J.M. Arnold and Jan J. G. Lemmen
Nyenrode University and Radboud University Nijmegen
Downloads 281 (87,360)
Citation 8

Abstract:

3.

What's Good for Toyota...?

NRG Working Paper No. 06-12
Number of pages: 20 Posted: 03 Oct 2006
Ivo J.M. Arnold and John Galakis
Nyenrode University and ABN AMRO, The Netherlands
Downloads 245 (96,642)

Abstract:

Forecasting, Business Cycle, Financial Markets

4.

Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data

CESifo Working Paper Series No. 1667
Number of pages: 35 Posted: 23 Mar 2006
Ivo J.M. Arnold and Jan J. G. Lemmen
Nyenrode University and Radboud University Nijmegen
Downloads 119 (183,260)
Citation 2

Abstract:

monetary union, inflation differentials, consumer survey

5.

Which Price Index for Eurozone Index-linked Bonds?

NRG Working Paper No. 06-10
Number of pages: 28 Posted: 03 Oct 2006
Ivo J.M. Arnold
Nyenrode University
Downloads 117 (189,005)

Abstract:

Index-linked bonds, inflation, EMU

6.

Study Phase and the Relationship between Research Productivity and Teaching Effectiveness

Number of pages: 18 Posted: 11 Oct 2006
Ivo J.M. Arnold
Nyenrode University
Downloads 65 (278,963)

Abstract:

research productivity, teacher effectiveness

7.

Fundamental Volatility is Regime Specific

NRG Working Paper No. 06-04
Number of pages: 36 Posted: 21 Apr 2006
Ivo J.M. Arnold, Ronald MacDonald and Casper G. de Vries
Nyenrode University, University of Strathclyde in Glasgow - Department of Economics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 61 (288,114)

Abstract:

Exchange rates, Exchange rate regimes, Excess volatility

8.

Optimal Regional Biases in ECB Interest Rate Setting

NRG Working Paper Series # 05-01
Number of pages: 24 Posted: 23 Feb 2006
Ivo J.M. Arnold
Nyenrode University
Downloads 46 (319,143)
Citation 2

Abstract:

EMU, Taylor rule, Optimal monetary policy

9.

How Bank Business Models Drive Interest Margins: Evidence from U.S. Bank-Level Data

De Nederlandsche Bank Working Paper No. 387
Number of pages: 45 Posted: 17 Aug 2013
Saskia E. van Ewijk and Ivo J.M. Arnold
De Nederlandsche Bank and Nyenrode University
Downloads 29 (363,135)
Citation 1

Abstract:

interest margins, relationship banking, transaction banking, bank risk-taking

10.

The Impact of Sovereign and Credit Risk on Interest Rate Convergence in the Euro Area

De Nederlandsche Bank Working Paper No. 425
Number of pages: 36 Posted: 03 Jun 2014 Last Revised: 30 Jun 2014
Ivo J.M. Arnold and Saskia E. van Ewijk
Nyenrode University and De Nederlandsche Bank
Downloads 15 (412,436)

Abstract:

bank retail rates, σ-convergence, sovereign risk, credit risk, state space model

11.

Housing Wealth and U.S. Money Demand: A Panel Estimation

Contemporary Economic Policy, Vol. 29, Issue 3, pp. 382-391, 2011
Number of pages: 10 Posted: 25 Jun 2011
Ivo J.M. Arnold and Sebastian Roelands
Nyenrode University and Bowling Green State University
Downloads 2 (527,223)
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Abstract:

12.

Treasury Bond Volatility and Uncertainty About Monetary Policy

Financial Review, Vol. 45, Issue 3, pp. 707-728, August 2010
Number of pages: 22 Posted: 13 Jul 2010
Ivo J.M. Arnold and Evert B. Vrugt
Nyenrode University and VU University Amsterdam, PGO-IM
Downloads 2 (520,944)
Citation 2
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Abstract:

13.

Industries and the Bank Lending Effects of Bank Credit Demand and Monetary Policy in Germany

Bundesbank Series 1 Discussion Paper No. 2006,48
Number of pages: 76 Posted: 08 Jun 2016
Ivo J.M. Arnold, Clemens J.M. Kool and Katharina Raabe
Nyenrode University, Utrecht University - Utrecht University School of Economics and Maastricht University
Downloads 0 (443,079)

Abstract:

Monetary policy transmission, credit channel, industry structure, dynamic panel data

14.

The Demand for Euros

Journal of Macroeconomics, Vol. 32, No. 2, 2010
Posted: 12 Feb 2012
Sebastian Roelands and Ivo J.M. Arnold
Bowling Green State University and Nyenrode University

Abstract:

Money demand, Wealth effects, EMU, Panel estimation