Hans J. Blommestein

Vivid Economics

Associate Director

160 Euston Road

Grafton Place

London , NW1 2DX

United Kingdom

Organization for Economic Co-Operation and Development (OECD)

2 rue Andre Pascal

Paris Cedex 16, 75775

France

Tilburg University - Tilburg University School of Economics and Management

PwC Professor of Finance

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

  • Organization for Economic Co-Operation and Development (OECD)

  • Tilburg University - Tilburg University School of Economics and Management

SCHOLARLY PAPERS

33

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7,030

SSRN CITATIONS
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13

CROSSREF CITATIONS

48

Scholarly Papers (33)

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1.

The Financial Crisis as a Symbol of the Failure of Academic Finance? (A Methodological Digression)

Number of pages: 6 Posted: 24 Sep 2009
Hans J. Blommestein
Vivid Economics
Downloads 1,048 (29,725)
Citation 7

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risk management, academic thought, market efficiency, financial markets, financial crises, efficient market hypothesis

2.

Outlook for the Securitisation Market

OECD Financial Market Trends, Vol. 2011, No. 1, 2011
Number of pages: 18 Posted: 15 Sep 2011
Hans J. Blommestein, Ahmet Keskinler and Carrick Lucas
Vivid Economics, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 908 (36,401)

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securitisation, mortgage-backed securities, outlook, new regulations

3.

Uncertainty and Risk Management after the Great Moderation: The Role of Risk (Mis)Management by Financial Institutions

28th SUERF Colloquium, September 3-4, 2009, Utrecht, The Netherlands
Number of pages: 26 Posted: 22 Oct 2009
Hans J. Blommestein, Lex Hoogduin and J. J. W. Peeters
Vivid Economics, Bank of the Netherlands and affiliation not provided to SSRN
Downloads 599 (63,253)
Citation 2

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risk management, great moderation, credit crisis, mispricing, regulations

4.

The Role of Financial Institutions in the Transition to a Market Economy

IMF Working Paper No. 93/75
Number of pages: 50 Posted: 15 Feb 2006
Hans J. Blommestein
Vivid Economics
Downloads 467 (86,055)

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5.

Risk Management after the Great Crash

Journal of Financial Transformation, Vol. 28, pp. 131-137, April 2010
Number of pages: 19 Posted: 12 Mar 2010
Hans J. Blommestein
Vivid Economics
Downloads 390 (106,020)
Citation 1

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Risk management, qualitative risk management, fundamental uncertainty, global crisis

6.

Interactions between Soverign Debt Management and Monetary Policy Under Fiscal Dominance and Financial Instability

Number of pages: 38 Posted: 25 Nov 2011
Hans J. Blommestein and Philip Turner
Vivid Economics and University of Basel
Downloads 363 (114,939)
Citation 7

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Public Debt Management, Sovereign Debt Markets, Monetary Policy, Policy Mandates, Fiscal Dominance

7.

Governments and the Market for Longevity-Indexed Bonds

OECD Working Paper on Insurance and Private Pensions No. 4
Number of pages: 17 Posted: 08 Feb 2007
Pablo Antolin and Hans J. Blommestein
Organisation for Economic Cooperation and Development, OECD and Vivid Economics
Downloads 348 (120,407)
Citation 3

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Uncertainty; longevity risk; pension funds; DB and DC plans; annuities; financial instruments; hedging; longevity-indexed bonds; indices; longevity index

8.

Moving Beyond the ‘DB Vs. DC’ Debate: The Appeal of Hybrid Pension Plans

Rotman International Journal of Pension Management, Vol. 2, No. 2, Fall 2009
Number of pages: 12 Posted: 28 Oct 2009
Hans J. Blommestein, Pascal Janssen, Niels Kortleve and Juan Yermo
Vivid Economics, PGGM Investments, PGGM Investments and Organization for Economic Co-Operation and Development (OECD)
Downloads 267 (158,843)

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Defined Benefit, Defined Contribution, Funding, Hybrid Plans, Pension Benefits, Pension Funds

9.

Financial Innovations and the Risk Paradox

Number of pages: 36 Posted: 18 Apr 2012
Hans J. Blommestein
Vivid Economics
Downloads 254 (167,009)

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risk paradox, financial market stability, net benefits of financial innovations, pricing of risk

10.

The Argument Against Short Selling

Risk, July 2011
Number of pages: 12 Posted: 15 Sep 2011
Hans J. Blommestein, Ahmet Keskinler and Carrick Lucas
Vivid Economics, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 234 (180,714)

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sovereign debt, shorting, risk management

11.

Trends and Best Practices in Shaping OECD Public Debt Management and Government Securities Markets

Number of pages: 18 Posted: 09 Mar 2011
Hans J. Blommestein
Vivid Economics
Downloads 229 (184,427)

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Public debt management, government bonds, best practices

12.

No Going Back (Derivatives in the Long Run)

Risk, August 2008
Number of pages: 4 Posted: 28 Oct 2009
Hans J. Blommestein
Vivid Economics
Downloads 219 (192,396)

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derivatives, risk paradox, risk management

13.

Interactions Between Sovereign Debt Management and Monetary Policy Under Fiscal Dominance and Financial Instability

BIS Paper No. 65l
Number of pages: 25 Posted: 20 Jun 2012
Hans J. Blommestein and Philip Turner
Vivid Economics and University of Basel
Downloads 204 (205,515)
Citation 3

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Monetary policy, central banks, policy design and consistency, policy coordination, debt management, sovereign debt

14.

Why are Restrictions on Short Selling of Sovereign Debt Detrimental for Risk Management and Government Borrowing Costs?

Number of pages: 13 Posted: 08 Jun 2011 Last Revised: 13 Jun 2011
Hans J. Blommestein
Vivid Economics
Downloads 177 (232,841)

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shorting, public debt, risk management

15.

The Coordination of Domestic Public Debt and Monetary Management in Economies in Transition: Issues and Lessons from Experience

IMF Working Paper No. 94/148
Number of pages: 54 Posted: 15 Feb 2006
V. Sundararajan, Peter Dattels, Marta Castello—Branco and Hans J. Blommestein
International Monetary Fund (IMF), International Monetary Fund (IMF), affiliation not provided to SSRN and Vivid Economics
Downloads 160 (253,573)

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16.

New Strategies for Emerging Domestic Sovereign Bond Markets in the Global Financial Landscape

Global Economy Journal, Vol. 7, No. 2, 2007
Number of pages: 58 Posted: 11 Nov 2008 Last Revised: 23 Sep 2009
Hans J. Blommestein and Javier Santiso
Vivid Economics and ESADE Business School
Downloads 129 (300,435)

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emerging bond markets, global finance, risk management

17.

Difficulties in the Pricing of Risks in a Fast-Moving Financial Landscape (A Methodological Perspective)

Number of pages: 10 Posted: 24 Sep 2009
Hans J. Blommestein
Vivid Economics
Downloads 118 (320,540)
Citation 3

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18.

Limits of Econometrics for Testing Economic Hypotheses (A Rejoinder on 'Limits of Econometrics' by David Freedman and Arnold Zellner’s Comments)

International Econometric Review, Forthcoming
Number of pages: 17 Posted: 10 Apr 2010
Hans J. Blommestein
Vivid Economics
Downloads 109 (338,637)

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Econometric Modeling, Testing Causal Economic Patterns, Semantical Insufficiency, Methodological Recommendations

19.

Local Currency Bond Market Development in Sub-Saharan Africa: A Stock-Taking Exercise and Analysis of Key Drivers

Downloads 101 (356,466)
Citation 1

Local Currency Bond Market Development in Sub-Saharan Africa: A Stock-Taking Exercise and Analysis of Key Drivers

Number of pages: 46 Posted: 04 Dec 2014 Last Revised: 08 Nov 2015
Dennis Essers, Hans J. Blommestein, Danny Cassimon and Perla Ibarlucea Flores
University of Antwerp - Institute of Development Policy and Management, Vivid Economics, University of Antwerp - Institute for Development Policy and Management and Organization for Economic Co-Operation and Development (OECD)
Downloads 77 (424,847)
Citation 1

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public debt; local currency bonds; Sub-Saharan Africa

Local Currency Bond Market Development in Sub-Saharan Africa: A Stock-Taking Exercise and Analysis of Key Drivers

Number of pages: 40 Posted: 30 Jun 2015 Last Revised: 12 Aug 2015
Dennis Essers, Hans J. Blommestein, Danny Cassimon and Perla Ibarlucea Flores
University of Antwerp - Institute of Development Policy and Management, Vivid Economics, University of Antwerp - Institute for Development Policy and Management and Organization for Economic Co-Operation and Development (OECD)
Downloads 24 (683,412)

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public debt, local currency bonds, Sub-Saharan Africa

20.

The Future of Risk Management in Finance (Presentation Slides)

Number of pages: 17 Posted: 07 Nov 2015
Hans J. Blommestein
Vivid Economics
Downloads 100 (358,755)

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quantitative risk management; fundamental uncertainty; qualitative aspects of risk management

21.

Evaluating the Design of Private Pension Plans: Costs and Benefits of Risk-Sharing

OECD Working Papers on Insurance and Private Pensions
Number of pages: 24 Posted: 01 Apr 2009
Hans J. Blommestein, Niels Kortleve and Juan Yermo
Vivid Economics, PGGM Investments and Organization for Economic Co-Operation and Development (OECD)
Downloads 86 (394,116)
Citation 3

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defined benefit, defined contribution, funding, hybrid plans, pension benefits, pension funds

22.

Responding to the Crisis: Changes in OECD Primary Market Procedures and Portfolio Risk Management

Number of pages: 19 Posted: 04 Jan 2010
Hans J. Blommestein
Vivid Economics
Downloads 78 (417,099)
Citation 3

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23.

Institutional Investors, Pension Reform, and Emerging Securities Markets

IDB Working Paper No. 296
Number of pages: 52 Posted: 20 Apr 2011
Hans J. Blommestein
Vivid Economics
Downloads 76 (423,302)
Citation 8

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24.

Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk

European Banking Center Discussion Paper No. 2011-032, CentER Discussion Paper Series No. 2011-121
Number of pages: 58 Posted: 25 Nov 2011
Hans J. Blommestein, Sylvester C. W. Eijffinger and Zongxin Qian
Vivid Economics, Tilburg University (CentER) - Department of Economics and Renmin University of China - School of Finance
Downloads 70 (442,633)
Citation 2

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Monetary Policy, Adverse Selection, Financial Crisis

25.

A Public Debt Management Perspective on Proposals for Restrictions on Short Selling of Sovereign Debt

OECD Journal: Financial Market Trends, No. 2, 2010
Number of pages: 7 Posted: 09 Mar 2011
Hans J. Blommestein
Vivid Economics
Downloads 67 (452,884)

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financial regulation, short-selling, restrictions on short-selling, debt management, risk management, sovereign debt

26.

Is the Standard Micro Portfolio Approach to Sovereign Debt Management Still Appropriate?

BIS Paper No. 65i
Number of pages: 15 Posted: 20 Jun 2012
Hans J. Blommestein and Anja Hubig
Vivid Economics and Humboldt University of Berlin - School of Business and Economics
Downloads 54 (502,145)
Citation 1

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Public debt management, micro portfolio approach, portfolio theory, cost-risk, optimality, sovereign asset liability management, fiscal dominance

27.

The Debate on Sovereign Risk, Safe Assets and the Risk-Free Rate: What are Possible Implications for Sovereign Issuers?

Ekonomi-tek, Volume 1, No. 3, p. 55, September 2012
Number of pages: 17 Posted: 15 Apr 2013
Hans J. Blommestein
Vivid Economics
Downloads 47 (532,593)

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Risk Free Rate, Safe Assets, Sovereign Risk, Mispricing, Sovereign Issuers

28.

Regime-Dependent Determinants of Euro Area Sovereign CDS Spreads

Journal of Financial Stability, Forthcoming
Number of pages: 40 Posted: 27 Nov 2015
Hans J. Blommestein, Sylvester C. W. Eijffinger and Zongxin Qian
Vivid Economics, Tilburg University (CentER) - Department of Economics and Renmin University of China - School of Finance
Downloads 43 (551,576)
Citation 1

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Regime switching, Endogeneity, European debt crisis, Sovereign credit

29.

The Surge in Borrowing Needs of OECD Governments: Revised Estimates for 2009 and 2010 Outlook

Number of pages: 16 Posted: 04 Jan 2010 Last Revised: 08 Jan 2010
Hans J. Blommestein
Vivid Economics
Downloads 33 (604,846)

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30.

Forces Shaping the OECD Sovereign Borrowing Outlook with Emphasis on the Challenges for European Sovereign Issuers

SUERF Study 2013/5, The Future of Sovereign Borrowing in Europe, E. Gnan and J. Holler, eds., SUERF, Forthcoming
Number of pages: 17 Posted: 03 Jun 2013
Hans J. Blommestein
Vivid Economics
Downloads 24 (663,492)

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European Sovereign Issuers, Sovereign Borrowing Requirements, Funding Strategies, Sovereign Stress

31.

The Future of Sovereign Borrowing in a Changing European Banking Landscape: Drivers, Links and Feedbacks

Revue d'économie financière – Special Issue on European Banking Systems File Banking, Forthcoming
Number of pages: 14 Posted: 03 Jun 2013 Last Revised: 05 Jun 2013
Hans J. Blommestein
Vivid Economics
Downloads 17 (717,148)

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Changing Landscape for European banks, Future Sovereign Borrowing, Toxic Feed-back Loops

32.

Animal Spirits in the Euro Area Sovereign CDS Market

CEPR Discussion Paper No. DP9092
Number of pages: 38 Posted: 28 Sep 2012
Hans J. Blommestein, Sylvester C. W. Eijffinger and Zongxin Qian
Vivid Economics, Tilburg University (CentER) - Department of Economics and Renmin University of China - School of Finance
Downloads 7 (807,330)
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Animal spirit, Euro, sovereign CDS

33.

A Dynamic General Equilibrium Analysis of Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk

CEPR Discussion Paper No. DP8652
Number of pages: 60 Posted: 24 Nov 2011
Hans J. Blommestein, Sylvester C. W. Eijffinger and Zongxin Qian
Vivid Economics, Tilburg University (CentER) - Department of Economics and Renmin University of China - School of Finance
Downloads 4 (837,131)
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Adverse Selection, Financial Crisis, Monetary Policy

Other Papers (1)

Total Downloads: 15
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1.

Sovereign Debt Restructuring: Implications for Global Financial Integrity and the Use of Ethical Principles

Number of pages: 19 Posted: 03 Dec 2014
Hans J. Blommestein
Vivid Economics
Downloads 15

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Global Financial Integrity; Ethics and Banking; Sovereign Debt Restructuring