Skander Van den Heuvel

Board of Governors of the Federal Reserve System

Deputy Associate Director

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

11

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188

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318

Scholarly Papers (11)

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Number of pages: 27 Posted: 16 Mar 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFIN, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 1,988 (8,079)
Citation 18

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential policy

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Bank of Italy Occasional Paper No. 87
Number of pages: 38 Posted: 23 May 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFIN, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 815 (31,648)
Citation 34

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

FRB of New York Staff Report No. 485
Number of pages: 24 Posted: 04 Mar 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFIN, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 503 (59,994)
Citation 31

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Basel III, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

BIS Working Paper No. 338
Number of pages: 27 Posted: 06 Jun 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFIN, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

Basel III: Long‐Term Impact on Economic Performance and Fluctuations

The Manchester School, Vol. 83, Issue 2, pp. 217-251, 2015
Number of pages: 35 Posted: 22 Jan 2015
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFIN, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
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2.

Interest Rate Risk and Bank Equity Valuations

FEDS Working Paper No. 2012-26
Number of pages: 47 Posted: 09 May 2012
William B. English, Skander Van den Heuvel and Egon Zakrajsek
Government of the United States of America - Division of Monetary Affairs, Board of Governors of the Federal Reserve System and Federal Reserve Board - Division of Monetary Affairs
Downloads 451 (69,400)
Citation 44

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FOMC announcements, interest rate surprises, maturity transformation, bank profitability

Monetary Policy and Bank Equity Values in a Time of Low Interest Rates

Number of pages: 38 Posted: 31 May 2017 Last Revised: 28 Jun 2018
Miguel Ampudia and Skander Van den Heuvel
European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 294 (112,480)
Citation 14

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monetary policy, negative rates, bank profitability, ECB

Monetary Policy and Bank Equity Values in a Time of Low Interest Rates

ECB Working Paper No. 2199
Number of pages: 43 Posted: 16 Nov 2018
Miguel Ampudia and Skander Van den Heuvel
European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 124 (248,780)

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monetary policy, negative rates, bank profitability, ECB

From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply

Journal of Finance, Forthcoming
Number of pages: 44 Posted: 28 Aug 2012 Last Revised: 15 Jan 2014
Rodney Ramcharan, Stephane Verani and Skander Van den Heuvel
University of Southern California, Marshall School of Business, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 284 (116,780)
Citation 21

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credit, crisis, banking

From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply

FEDS Working Paper No. 2013-10
Number of pages: 54 Posted: 04 Apr 2013
Rodney Ramcharan, Skander Van den Heuvel and Stephane Verani
University of Southern California, Marshall School of Business, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 84 (325,270)
Citation 2

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Asset backed securities, credit supply, credit unions

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

FEDS Working Paper No. 2014-102
Number of pages: 27 Posted: 10 Dec 2014
Board of Governors of the Federal Reserve System, Federal Reserve Board, U.S. Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 157 (205,664)
Citation 12

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Financial stability, safe assets, money-like instruments, central bank policies

The Demand for Short-Term, Safe Assets and Financial Stability: Some Evidence and Implications for Central Bank Policies

FEDS Working Paper No. 2014-102
Number of pages: 27 Posted: 31 May 2017
Board of Governors of the Federal Reserve System, Federal Reserve Board, U.S. Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Harvard University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 92 (306,982)
Citation 5

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Financial stability, safe assets, money-like instruments, central bank policies

6.

The Welfare Cost of Bank Capital Requirements

Wharton Financial Institutions Center Working Paper No. 07-19
Number of pages: 39 Posted: 01 Sep 2007
Skander Van den Heuvel
Board of Governors of the Federal Reserve System
Downloads 243 (137,917)
Citation 36

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7.

Does Bank Capital Matter for Monetary Transmission?

Economic Policy Review, Vol. 8, No. 1, May 2002
Number of pages: 7 Posted: 26 Oct 2005
Skander Van den Heuvel
Board of Governors of the Federal Reserve System
Downloads 227 (147,377)
Citation 3

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bank capital, monetary transmission

8.

Temporal Risk Aversion and Asset Prices

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 24 Posted: 19 Mar 2008 Last Revised: 09 Aug 2008
Skander Van den Heuvel
Board of Governors of the Federal Reserve System
Downloads 226 (148,023)
Citation 5

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Temporal risk aversion, equity premium, risk-free rate puzzle, intertemporal substitution

9.

Benefits and Costs of Liquidity Regulation

ECB Working Paper No. 2169
Number of pages: 67 Posted: 19 Jul 2018
European Central Bank (ECB), Bank of Portugal, European Central Bank (ECB), ECB -Financial Research Division and Board of Governors of the Federal Reserve System
Downloads 123 (249,395)
Citation 3

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Banking, Liquidity regulation, Capital requirements, Central bank, Lender-of-last-resort

10.

Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates

FEDS Working Paper No. 2019-064
Number of pages: 47 Posted: 22 Oct 2019
Miguel Ampudia and Skander Van den Heuvel
European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 52 (414,643)

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Bank profitability, Interest rate risk, Monetary policy, Negative interest rates, ECB

11.

Monetary Policy and the Global Housing Bubble

Economic Policy, Vol. 26, No. 66, pp. 233-283, 2011
Number of pages: 51 Posted: 04 Apr 2011
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Korea University, Federal Reserve Board of Governors, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 3 (685,469)
Citation 3
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Other Papers (1)

Total Downloads: 25
1.

The Welfare Cost of Bank Capital Requirements

Number of pages: 41 Posted: 28 Feb 2005
Skander Van den Heuvel
Board of Governors of the Federal Reserve System
Downloads 25

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Bank capital requirements, bank regulation, liquidity, basel accord