Valerie De Bruyckere

Ghent University - Department of Financial Economics

PhD student

Ghent, 9000

Belgium

SCHOLARLY PAPERS

4

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CITATIONS
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81

Scholarly Papers (4)

Bank/Sovereign Risk Spillovers in the European Debt Crisis

European Banking Center Discussion Paper No. 2012-021
Number of pages: 49 Posted: 18 Oct 2012
Valerie De Bruyckere, Maria Gerhardt, Glenn Schepens and Rudi Vander Vennet
Ghent University - Department of Financial Economics, Ghent University-Universiteit Gent, ECB -Financial Research Division and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 218 (137,886)
Citation 63

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Contagion, bank risk, sovereign risk, bank business models, bank regulation

Bank/Sovereign Risk Spillovers in the European Debt Crisis

National Bank of Belgium Working Paper No. 232
Number of pages: 59 Posted: 13 Oct 2012
Valerie De Bruyckere, Maria Gerhardt, Glenn Schepens and Rudi Vander Vennet
Ghent University - Department of Financial Economics, Ghent University-Universiteit Gent, ECB -Financial Research Division and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 117 (235,718)
Citation 19

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Contagion, bank risk, sovereign risk, bank business models, bank regulation, sovereign debt crisis

2.

Do Stock Markets Discipline US Bank Holding Companies: Just Monitoring, or also Influencing?

Number of pages: 52 Posted: 10 Jul 2010 Last Revised: 13 Sep 2011
Tilburg University - Department of Finance, Ghent University - Department of Financial Economics, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 262 (115,000)
Citation 2

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monitoring, influencing, stochastic frontier, multiplicative heteroscedasticity regression, partial adjustment, opaqueness, earnings forecast dispersion, bank risk

3.

Model Uncertainty and Systematic Risk in US Banking

Number of pages: 51 Posted: 14 Feb 2013
Tilburg University - Department of Finance, Ghent University - Department of Financial Economics, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 166 (177,317)
Citation 7

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Bayesian model average, bank risk, systematic risk, bank stock returns, bank supervision, fiĀ…nancial stability

4.

Systemic Risk Rankings and Network Centrality in the European Banking Sector

ECB Working Paper No. 1848
Number of pages: 50 Posted: 23 Sep 2015
Valerie De Bruyckere
Ghent University - Department of Financial Economics
Downloads 74 (315,450)

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Systemic risk, financial networks, Bayesian Model Averaging, Locally Weighted Regression, bank stock returns