Maarten R.C. van Oordt : Citation Profile


Are you Maarten R.C. van Oordt?

Bank of Canada

6

H index

4

i10 index

123

Citations

RESEARCH PRODUCTION:

7

Articles

20

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 13
   Journals where Maarten R.C. van Oordt has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 9 (6.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/poo20
   Updated: 2020-07-04    RAS profile: 2020-06-15    
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Relations with other researchers


Works with:

Zhou, Chen (4)

de Haan, Leo (3)

Garratt, Rodney (2)

Bolt, Wilko (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maarten R.C. van Oordt.

Is cited by:

Memmel, Christoph (6)

Vander Vennet, Rudi (5)

Pelizzon, Loriana (3)

Papanikolaou, Nikolaos (3)

de Haan, Leo (2)

Mergaerts, Frederik (2)

Huynh, Kim (2)

Capraru, Bogdan (2)

Hassan, M. Kabir (2)

Boucinha, Miguel (2)

Schilling, Linda (2)

Cites to:

Zhou, Chen (12)

Acharya, Viral (12)

Engle, Robert (11)

de Vries, Casper (10)

López-Espinosa, Germán (10)

Moreno, Antonio (9)

Lepetit, Laetitia (8)

Bouvatier, Vincent (7)

Wagner, Wolf (7)

Rochet, Jean (7)

Zhou, Hao (5)

Main data


Where Maarten R.C. van Oordt has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada7
Staff Analytical Notes / Bank of Canada3

Recent works citing Maarten R.C. van Oordt (2019 and 2018)


YearTitle of citing document
2018Inferring short-term volatility indicators from Bitcoin blockchain. (2018). Vodenska, Irena ; Ce, Zhang ; Piskorec, Matija ; Tolic, Dijana ; Antulov-Fantulin, Nino. In: Papers. RePEc:arx:papers:1809.07856.

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2018CRYPTOCURRENCY IN THE SYSTEM OF MONEY LAUNDERING. (2018). Dykyi, Oleh ; Dyntu, Valeriia. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2018:4:5:13.

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2019Crypto ‘Money’: Perspective of a Couple of Canadian Central Bankers. (2019). Chapman, James ; Wilkins, Carolyn A. In: Discussion Papers. RePEc:bca:bocadp:19-1.

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2018Bitcoin Awareness and Usage in Canada: An Update. (2018). Huynh, Kim ; Nicholls, Gradon ; Henry, Christopher. In: Staff Analytical Notes. RePEc:bca:bocsan:18-23.

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2018Monetary theory reversed: Virtual currency issuance and miners’ remuneration. (2018). Marchiori, Luca. In: BCL working papers. RePEc:bcl:bclwop:bclwp115.

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2018Determinants of bank profitability in emerging markets. (2018). Murcia, Andrés ; Kohlscheen, Emanuel ; Contreras, Juan ; Pabon, Andres Murcia . In: BIS Working Papers. RePEc:bis:biswps:686.

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2018The Impact of Uncertainty on Financial Institutions. (2018). Xu, Bing ; Caglayan, Mustafa ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:939.

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2019Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7772.

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2018Some simple Bitcoin Economics. (2018). Schilling, Linda ; Uhlig, Harald. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12831.

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2018What drives bitcoin adoption by retailers. (2018). Jonker, Nicole. In: DNB Working Papers. RePEc:dnb:dnbwpp:585.

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2018Stocks and Bonds: Flight-to-Safety for Ever?. (2018). Tokpavi, Sessi ; Boucher, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-39.

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2020The effect of the trading activities of banks on systemic risk: does banking industry concentration matter?. (2020). Kamani, Eric Fina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00798.

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2020Heterogeneity risks and negative externality. (2020). Yang, Chen ; Huang, Wenli ; Li, LU ; Ba, Shusong. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:401-415.

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2020Investor protection, regulation and bank risk-taking behavior. (2020). Teixeira, Joao ; Mario, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304546.

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2020Firm-specific, industry-specific and macroeconomic factors of life insurers’ profitability: Evidence from Canada. (2020). Killins, Robert N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300713.

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2018Modeling maxima with autoregressive conditional Fréchet model. (2018). Zhao, Zifeng ; Chen, Rong ; Zhang, Zhengjun. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:325-351.

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2018CRIX an Index for cryptocurrencies. (2018). Trimborn, Simon ; Hardle, Wolfgang Karl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:107-122.

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2020Value at risk, cross-sectional returns and the role of investor sentiment. (2020). Zhu, Yifeng ; Bi, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:1-18.

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2018Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets. (2018). Long, Huaigang ; Zhu, Yanjian ; Jiang, Yuexiang. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:129-136.

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2019Profitability shocks and recovery in time of crisis evidence from European banks. (2019). di Battista, Maria Luisa ; Cucinelli, Doriana ; Bongini, Paola ; Nieri, Laura. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:233-239.

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2018To be bailed out or to be left to fail? A dynamic competing risks hazard analysis. (2018). Papanikolaou, Nikolaos. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:61-85.

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2019What influences banks’ choice of credit risk management practices? Theory and evidence. (2019). Lambert, Claudia ; Hakenes, Hendrik ; Bulbul, Dilek . In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:1-14.

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2020Macroprudential policy and bank systemic risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300024.

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2019Systematic extreme downside risk. (2019). Stoja, Evarist ; Nguyen, Linh H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:128-142.

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2020Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns. (2020). Atilgan, Yigit ; Demirtas, Ozgur K ; Bali, Turan G ; Gunaydin, Doruk A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:725-753.

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2018Price manipulation in the Bitcoin ecosystem. (2018). Gandal, Neil ; Oberman, Tali ; Moore, Tyler ; Hamrick, J T. In: Journal of Monetary Economics. RePEc:eee:moneco:v:95:y:2018:i:c:p:86-96.

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2019Tail risk and expected stock returns around the world. (2019). Chen, Lifang ; Zhu, Yanjian ; Long, Huaigang ; Jiang, Yuexiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:162-178.

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2019Profitability, capital, and risk in US commercial and savings banks: Re-examination of estimation methods. (2019). Paroush, Jacob ; Schreiber, Ben Z. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:148-162.

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2020Funds of hedge funds: Are they really the high society for little guys?. (2020). Yao, Juan ; Cui, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:346-361.

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2020How do European banks portray the effect of policy interest rates and prudential behavior on profitability?. (2020). Campmas, Alexandra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191730867x.

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2019FinTech and the future of financial services: What are the research gaps?. (2019). , Alistairmilne ; Milne, Alistair ; Kavuri, Anil Savio. In: CAMA Working Papers. RePEc:een:camaaa:2019-18.

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2018Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking. (2018). Andrieș, Alin Marius ; Nistor, Simona ; Melnic, Florentina. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:3:p:202-244.

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2019Should Vietnamese Banks Need More Equity? Evidence on Risk-Return Trade-Off in Dynamic Models of Banking. (2019). Dang, Van Dan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:84-:d:230540.

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2018Measurement of Systemic Risk in a Common European Union Risk-Based Deposit Insurance System: Formal Necessity or Value-Adding Process?. (2018). Barkauskaite, Aida ; Witkowska, Justyna ; Lakstutiene, Ausrine. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:137-:d:187763.

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2019Modeling the Sustainability of Bank Profitability Using Partial Least Squares. (2019). Guzman-Parra, Vanesa ; Gemar, German. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4950-:d:266053.

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2019Digital Currencies and Central Banking: A Sense of Déjà Vu. (2019). Siaudinis, Sigitas. In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:26.

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2018Some Simple Bitcoin Economics. (2018). Uhlig, Harald ; Schilling, Linda. In: NBER Working Papers. RePEc:nbr:nberwo:24483.

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2019The ICO Paradox: Transactions Costs, Token Velocity, and Token Value. (2019). Malani, Anup ; Holden, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:26265.

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2019Ownership and purchase intention of crypto-assets – survey results. (2019). Stix, Helmut. In: Working Papers. RePEc:onb:oenbwp:226.

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2019The golden rule of banking: funding cost risks of bank business models. (2019). Scholz, Peter ; Grossmann, David. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:2:d:10.1057_s41261-018-0080-5.

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2020Risk governance, banks affiliated to business groups, and foreign ownership. (2020). Chavarín, Rubén ; Chavarin, Ruben. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00049-9.

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2019MACROPRUDENTIAL POLICY AND BANK SYSTEMIC RISK. (2019). Vander Vennet, Rudi ; Meuleman, Elien . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/971.

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2018Why Do Banks Bear Interest Rate Risk?. (2018). Memmel, Christoph. In: Schmalenbach Business Review. RePEc:spr:schmbr:v:70:y:2018:i:3:d:10.1007_s41464-018-0051-5.

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2019Multivariate Crash Risk. (2019). Weigert, Florian ; Huggenberger, Markus ; Chabi-Yo, Fousseni. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:01.

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2018Bank Regulation and Financial Stability. (2018). Bui, Christina. In: PhD Thesis. RePEc:uts:finphd:5-2018.

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2019Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea. In: Working Papers. RePEc:ven:wpaper:2019:21.

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2020Risk pooling, leverage, and the business cycle. (2020). Pelizzon, Loriana ; Modena, Andrea ; Dindo, Pietro. In: SAFE Working Paper Series. RePEc:zbw:safewp:271.

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Works by Maarten R.C. van Oordt:


YearTitleTypeCited
2016Estimating Systematic Risk Under Extremely Adverse Market Conditions In: Staff Working Papers.
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2019Estimating Systematic Risk under Extremely Adverse Market Conditions.(2019) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 0
article
2016Timing of Banks’ Loan Loss Provisioning During the Crisis In: Staff Working Papers.
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paper0
2016Timing of banks loan loss provisioning during the crisis.(2016) In: DNB Working Papers.
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This paper has another version. Agregated cites: 0
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2018Timing of banks’ loan loss provisioning during the crisis.(2018) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 0
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2016On the Value of Virtual Currencies In: Staff Working Papers.
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paper16
2016On the value of virtual currencies.(2016) In: DNB Working Papers.
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This paper has another version. Agregated cites: 16
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2017Credit Risk Transfer and Bank Insolvency Risk In: Staff Working Papers.
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paper1
2018Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests In: Staff Working Papers.
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2019Entrepreneurial Incentives and the Role of Initial Coin Offerings In: Staff Working Papers.
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paper1
2019Systemic Privacy as a Public Good: A Case for Electronic Cash In: Staff Working Papers.
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paper0
2016Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions In: Staff Analytical Notes.
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paper1
2017Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators In: Staff Analytical Notes.
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2018Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes.
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2016Systematic Tail Risk In: Journal of Financial and Quantitative Analysis.
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article13
2013Systematic tail risk.(2013) In: DNB Working Papers.
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This paper has another version. Agregated cites: 13
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2010Bank Profitability during Recessions In: DNB Working Papers.
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paper56
2012Bank profitability during recessions.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 56
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2011Systematic risk under extremely adverse market condition In: DNB Working Papers.
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paper5
2011The simple econometrics of tail dependence In: DNB Working Papers.
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2012The simple econometrics of tail dependence.(2012) In: Economics Letters.
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This paper has another version. Agregated cites: 6
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2012Securitization and the dark side of diversification In: DNB Working Papers.
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2014Securitization and the dark side of diversification.(2014) In: Journal of Financial Intermediation.
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This paper has another version. Agregated cites: 13
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2013On agricultural commodities extreme price risk In: DNB Working Papers.
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2014Systemic risk and bank business models In: DNB Working Papers.
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2019Systemic risk and bank business models.(2019) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 7
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2015Systemic risk of European banks: Regulators and markets In: DNB Working Papers.
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