Nico Valckx

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

http://www.imf.org

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 37,912

SSRN RANKINGS

Top 37,912

in Total Papers Downloads

2,807

TOTAL CITATIONS

17

Scholarly Papers (10)

1.

Housing Finance in the Euro Area

ECB Occasional Paper No. 101
Number of pages: 97 Posted: 17 Apr 2009
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, Oesterreichische Nationalbank, Bank of Finland - Monetary Policy, International Monetary Fund (IMF), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, affiliation not provided to SSRN, Bank of Greece, Bank of Greece, affiliation not provided to SSRN, Banco de España, Banque de France, Bank of Italy, Central Bank of Cyprus, Banque Centrale du Luxembourg, Central Bank of Malta, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, Bank of Slovenia, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB) and affiliation not provided to SSRN
Downloads 549 (106,187)
Citation 4

Abstract:

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bank competition, bank funding, bankruptcy, banks, cost of funding (of banks), cost of housing loans, debt service, ECB monetary policy, foreclosure, household debt, household survey, housing finance, insolvency, loan maturity, loan-to-value ratio, monetary policy transmission, mortgage

2.

Changes in Bank Funding Patterns and Financial Stability Risks

Chapter 3, IMF Global Financial Stability Report, October 2013
Number of pages: 44 Posted: 14 Oct 2013
International Monetary Fund (IMF), International Monetary Fund, ASEAN+3 Macroeconomic Research (AMRO), University of Cambridge - Christ's College and International Monetary Fund (IMF)
Downloads 345 (182,566)
Citation 1

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Asset encumbrance, contingent capital, financial stability, bank financing, capital structure

3.

Factors Affecting Asset Price Expectations: Fundamentals and Policy Variables

Bank of Finland Discussion Paper No. 13/2001
Number of pages: 45 Posted: 23 Jul 2002
Nico Valckx
International Monetary Fund (IMF)
Downloads 312 (203,304)
Citation 3

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stock prices, bond prices, return decompositions, fundamental factors

4.

The Insurance Sector - Trends and Systemic Risk Implications

Global Financial Stability Report, IMF
Number of pages: 32 Posted: 16 Jun 2016
International Monetary Fund (IMF), ASEAN+3 Macroeconomic Research (AMRO), Princeton University - Department of Economics, International Monetary Fund (IMF), International Monetary Fund (IMF), Central Bank of the UAE, Kiffmeister Consulting, International Monetary Fund (IMF), International Monetary Fund (IMF) and Yale University
Downloads 303 (209,913)
Citation 1

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insurance, advanced economies, systemic risk, financial stability, macroprudential policy

5.

Is Financial Market Volatility Informative to Predict Recessions?

DNB Staff Report No. 93
Number of pages: 31 Posted: 06 Sep 2003
International Monetary Fund (IMF), University of Antwerp - Faculty of Applied Economics - City Campus and University of Antwerp Department of Accounting & Finance
Downloads 275 (232,029)
Citation 2

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Business cycle forecasting, stock market volatility, interest rate volatility, probit

6.

Financial Market Volatility: Informative in Predicting Recessions

Bank of Finland Discussion Paper No. 14/2001
Number of pages: 25 Posted: 23 Jul 2002
University of Antwerp Department of Accounting & Finance, University of Antwerp - Faculty of Applied Economics - City Campus and International Monetary Fund (IMF)
Downloads 252 (253,571)
Citation 2

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business cycles, stock market volatility, interest rate volatility, probit model

7.

Price Dividend Models, Expectations Formation, and Monetary Policy

Number of pages: 27 Posted: 28 Jul 2003
Nico Valckx
International Monetary Fund (IMF)
Downloads 234 (272,684)
Citation 1

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dividend price ratio, dynamic Gordon model, asset price bubbles, Taylor rule

8.

WTO Financial Services Commitments: Determinants and Impacton Financial Stability

IMF Working Paper No. 2002/214
Number of pages: 37 Posted: 29 Jul 2003
Nico Valckx
International Monetary Fund (IMF)
Downloads 227 (280,772)

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WP, banking crisis, liberalization commitment, financial services commitment, high-commitment country, Financial services liberalization commitments, choice of commitments, banking and currency crises, financial instability, extreme bounds analysis, WTO, crisis country, low-commitment country, bank crisis model, Banking crises, Currency crises, Financial sector, East Asia

9.

Understanding the Macro-Financial Effects of Household Debt: A Global Perspective

IMF Working Paper No. 18/76
Number of pages: 50 Posted: 22 May 2018
Adrian Alter, Alan Feng and Nico Valckx
International Monetary Fund, Princeton University - Department of Economics and International Monetary Fund (IMF)
Downloads 211 (300,955)
Citation 2

Abstract:

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Household debt; financial crises; neglected crash risk; leverage; macro-financial stability, Household debt, financial crises, neglected crash risk, leverage, macro-financial stability, Forecasting and Simulation, General

10.

Predicting Downside Risks to House Prices and Macro-Financial Stability

IMF Working Paper No. 20/11
Number of pages: 48 Posted: 10 Jun 2020
International Monetary Fund (IMF), Bank of Japan, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 99 (559,667)
Citation 1

Abstract:

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Global financial crisis, 2008-2009, Demand, Interest rate increases, Housing prices, Financial crises, House Prices, Growth at Risk, Panel Quantile Regression, Early Warning Models, Macroprudential Policy, Monetary Policy, WP, emerge market economy, quantile, house price, financial condition, policy measure