Robert Vermeulen

De Nederlandsche Bank

P.O. Box 98

1000 AB Amsterdam

Netherlands

SCHOLARLY PAPERS

19

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CITATIONS
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33

Scholarly Papers (19)

Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDs Spreads and Exchange Rates

LSF Research Workiing Paper No. 10-13
Number of pages: 26 Posted: 14 Feb 2011
Robert Vermeulen and Theoharry Grammatikos
De Nederlandsche Bank and Luxembourg School of Finance
Downloads 152 (192,565)

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financial crisis, euro exchange rate, EMU, equity markets, sovereign debt

Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates

De Nederlandsche Bank Working Paper No. 287
Number of pages: 29 Posted: 29 Oct 2011
Theoharry Grammatikos and Robert Vermeulen
Luxembourg School of Finance and De Nederlandsche Bank
Downloads 117 (237,135)

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financial crisis, euro exchange rate, EMU, equity markets, sovereign debt

The Dark Side of Global Integration: Increasing Tail Dependence

CREA Discussion Paper No. 2008-03, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33 Posted: 25 Aug 2008 Last Revised: 02 Oct 2011
Michel A. R. Beine, Antonio Cosma and Robert Vermeulen
University of Luxemburg, Université du Luxembourg and De Nederlandsche Bank
Downloads 136 (210,960)

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stock market comovement, trade integration, financial integration

The Dark Side of Global Integration: Increasing Tail Dependence

Number of pages: 33 Posted: 16 Feb 2009
Michel A. R. Beine, Antonio Cosma and Robert Vermeulen
University of Luxemburg, Université du Luxembourg and De Nederlandsche Bank
Downloads 43 (418,763)
Citation 4

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stock market comovement, trade integration, financial integration

3.

International Diversification During the Financial Crisis: A Blessing for Equity Investors?

De Nederlandsche Bank Working Paper No. 324
Number of pages: 39 Posted: 13 Dec 2011
Robert Vermeulen
De Nederlandsche Bank
Downloads 176 (169,497)
Citation 2

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international portfolio choice, financial integration, stock market comovement

Migrants' Choice of Remittance Channel: Do General Payment Habits Play a Role?

De Nederlandsche Bank Working Paper No. 375
Number of pages: 37 Posted: 06 Apr 2013
Anneke Kosse and Robert Vermeulen
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 97 (270,706)

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Remittances, payment instruments, qualitative choice models

Migrants' Choice of Remittance Channel: Do General Payment Habits Play a Role?

ECB Working Paper No. 1683
Number of pages: 37 Posted: 04 Jul 2014
Anneke Kosse and Robert Vermeulen
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 16 (562,599)

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remittances, payment instruments, qualitative choice models

5.
Downloads 102 (260,069)
Citation 2

Remittances and Financial Openness

CESifo Working Paper Series No. 3090
Number of pages: 50 Posted: 20 Jun 2010
University of Luxemburg, Ca Foscari University of Venice and De Nederlandsche Bank
Downloads 49 (396,143)

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remittances, financial openness, government policy

Remittances and Financial Openness

De Nederlandsche Bank Working Paper No. 317
Number of pages: 45 Posted: 13 Oct 2011 Last Revised: 02 Nov 2011
University of Luxemburg, Ca Foscari University of Venice and De Nederlandsche Bank
Downloads 31 (471,792)
Citation 1

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remittances, financial openness, government policy

Remittances and Financial Openness

Centro Studi Luca d'Agliano Development Studies Working Paper No. 299
Number of pages: 52 Posted: 08 Apr 2011 Last Revised: 17 Mar 2012
University of Luxemburg, Ca Foscari University of Venice and De Nederlandsche Bank
Downloads 22 (523,932)

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remittances, financial openness, government policy

6.

The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity

De Nederlandsche Bank Working Paper No. 344
Number of pages: 33 Posted: 08 May 2012
Theoharry Grammatikos and Robert Vermeulen
Luxembourg School of Finance and De Nederlandsche Bank
Downloads 95 (272,517)

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financial crisis, systematic risk, credit supply, aggregate demand

7.

Financial Stress Indices and Financial Crises

De Nederlandsche Bank Working Paper No. 469
Number of pages: 35 Posted: 11 Apr 2015
De Nederlandsche Bank, De Nederlandsche Bank - Research Department, Czech National Bank (CNB), Czech National Bank (CNB), Czech National Bank (CNB) (Deceased) and University of Groningen - Faculty of Economics and Business
Downloads 93 (276,322)

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financial stress index, financial crises, developed countries, early warning indicators

8.

Leading Indicators of Financial Stress: New Evidence

De Nederlandsche Bank Working Paper No. 476
Number of pages: 34 Posted: 11 Jun 2015
Czech National Bank (CNB), Czech National Bank (CNB), De Nederlandsche Bank - Research Department, De Nederlandsche Bank, Czech National Bank (Deceased) and University of Groningen - Faculty of Economics and Business
Downloads 83 (296,680)

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financial stress index, Bayesian model averaging, early warning indicators

9.

Compendium on the Diagnostic Toolkit for Competitiveness

ECB Occasional Paper No. 163
Number of pages: 84 Posted: 25 Sep 2015
European Central Bank (ECB) - Directorate General Economics, Bank of Latvia, European Central Bank (ECB), Westhouse Group, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), National Bank of Romania, German Institute for Economic Research (DIW Berlin), European Central Bank (ECB), Bulgarian National Bank, European Central Bank (ECB), European Central Bank (ECB), Banque de France, Banco de España, Oesterreichische Nationalbank (OeNB), Latvijas Banka, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB) and Bank of Italy
Downloads 75 (314,992)

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Price/non-price competitiveness indicators; measuring competitiveness; determinants of competitiveness

10.

The International Wealth Effect: A Global Error-Correcting Analysis

Number of pages: 34 Posted: 16 Feb 2009
Nils Holinski and Robert Vermeulen
affiliation not provided to SSRN and De Nederlandsche Bank
Downloads 50 (386,051)
Citation 1

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trade balance, wealth effect, global imbalances, GVAR, international transmission

11.

Quantitative Easing and Preferred Habitat Investors in the Euro Area Bond Market

De Nederlandsche Bank Working Paper No. 586
Number of pages: 34 Posted: 06 Mar 2018
Martijn Adriaan Boermans and Robert Vermeulen
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 43 (410,664)

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quantitative easing, sovereign bonds, European Central Bank, PSPP, securities holdings statistics

12.

International Investment Positions Revisited: Investor Heterogeneity and Individual Security Characteristics

De Nederlandsche Bank Working Paper No. 531
Number of pages: 62 Posted: 01 Dec 2016
Martijn Adriaan Boermans and Robert Vermeulen
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 40 (421,956)

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international investment patterns, investor heterogeneity, securities holdings statistics

13.

Net Foreign Asset (Com) Position: Does Financial Development Matter?

De Nederlandsche Bank Working Paper No. 340
Number of pages: 33 Posted: 09 Mar 2012
Robert Vermeulen and Jakob de Haan
De Nederlandsche Bank and University of Groningen - Faculty of Economics and Business
Downloads 38 (430,059)
Citation 1

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net foreign assets, financial development, financial integration, pooled mean group estimator

14.

The Heat Is on: A Framework for Measuring Financial Stress Under Disruptive Energy Transition Scenarios

De Nederlandsche Bank Working Paper No. 625 (2019)
Number of pages: 41 Posted: 05 Mar 2019
De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 35 (442,336)
Citation 1

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climate transition risk, uncertainty, stress test, financial stability

How Competitiveness Shocks Affect Macroeconomic Performance Across Euro Area Countries

ECB Working Paper No. 1940
Number of pages: 35 Posted: 25 Aug 2016
Karsten Staehr and Robert Vermeulen
Tallinn University of Technology (TUT) - Department of Finance and Economics and De Nederlandsche Bank
Downloads 21 (530,394)

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Competitiveness, macroeconomic variables, transmission, euro area

How Competitiveness Shocks Affect Macroeconomic Performance Across Euro Area Countries

De Nederlandsche Bank Working Paper No. 515
Number of pages: 36 Posted: 29 Jul 2016
Karsten Staehr and Robert Vermeulen
Tallinn University of Technology (TUT) - Department of Finance and Economics and De Nederlandsche Bank
Downloads 13 (582,468)

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competitiveness, macroeconomic variables, transmission, euro area

16.

Insurance Companies' Trading Behaviour During the European Sovereign Debt Crisis: Flight Home or Flight to Quality?

De Nederlandsche Bank Working Paper No. 468
Number of pages: 57 Posted: 01 Apr 2015
Melle Bijlsma and Robert Vermeulen
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 29 (469,495)
Citation 2

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international portfolio choice, insurance companies, sovereign debt crisis, flight to quality, flight home

17.

The Impact of Sovereign Debt Ratings on Euro Area Cross-Border Holdings of Euro Area Sovereign Debt

De Nederlandsche Bank Working Paper No. 620
Number of pages: 36 Posted: 28 Dec 2018 Last Revised: 09 Jan 2019
Leo de Haan and Robert Vermeulen
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 9 (584,965)

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euro area, asset allocation, sovereign debt, sovereign debt rating

18.

Heterogeneous Effects of Competitiveness Shocks on Macroeconomic Performance Across Euro Area Countries

The World Economy, Vol. 42, Issue 1, pp. 68-86, 2019
Number of pages: 19 Posted: 30 Jan 2019
Karsten Staehr and Robert Vermeulen
Tallinn University of Technology (TUT) - Department of Finance and Economics and De Nederlandsche Bank
Downloads 1 (648,295)
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competitiveness, euro area, macroeconomic performance, shock transmission

19.

Fiscal Policy and Monetary Integration in Europe: An Update

Oxford Economic Papers, Vol. 62, Issue 2, pp. 323-349, 2010
Posted: 29 Mar 2010
Bertrand Candelon, Joan Muysken and Robert Vermeulen
University of Maastricht - Department of Economics, University of Maastricht and De Nederlandsche Bank

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