Thomas Present

Ghent University - Department of Economics

Belgium

SCHOLARLY PAPERS

6

DOWNLOADS

214

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Asset Allocation: Glide Path Design for Target Date Retirement Funds

Number of pages: 63 Posted: 18 Nov 2021
Thomas Present and Sharon Persyn
Ghent University - Department of Economics and Ghent University
Downloads 92 (373,883)

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Target date fund, Asset allocation, Retirement fund

2.

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 37 (575,817)

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

3.

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 36 (581,343)

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

4.

Does BRRD Mitigate the Bank-Sovereign Risk Nexus?

Number of pages: 19 Posted: 07 Dec 2021
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 21 (677,531)

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

5.

BRRD Credibility and the Bank-Sovereign Nexus

Number of pages: 10 Posted: 07 Dec 2021
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 15 (723,936)

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

6.

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 13 (740,845)

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