6
H index
4
i10 index
139
Citations
Bank of Canada | 6 H index 4 i10 index 139 Citations RESEARCH PRODUCTION: 8 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: 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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Banking & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Staff Working Papers / Bank of Canada | 8 |
Staff Analytical Notes / Bank of Canada | 3 |
Year | Title of citing document |
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2020 | The 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. Full description at Econpapers || Download paper |
2020 | Financial intermediation and technology: What’s old, what’s new?. (2020). Laeven, Luc ; Ratnovski, Lev ; Hoffmann, Peter ; Boot, Arnoud. In: Working Paper Series. RePEc:ecb:ecbwps:20202438. Full description at Econpapers || Download paper |
2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482. Full description at Econpapers || Download paper |
2020 | Heterogeneity 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. Full description at Econpapers || Download paper |
2020 | Investor 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. Full description at Econpapers || Download paper |
2020 | Firm-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. Full description at Econpapers || Download paper |
2020 | Value 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. Full description at Econpapers || Download paper |
2020 | Conditional extreme risk, black swan hedging, and asset prices. (2020). Wu, Feng ; Rhee, Ghon S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:412-435. Full description at Econpapers || Download paper |
2020 | Oil stocks, risk factors, and tail behavior. (2020). Cai, Jun ; Lian, Ziying ; Webb, Robert I. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302723. Full description at Econpapers || Download paper |
2020 | Macroprudential 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. Full description at Econpapers || Download paper |
2021 | Bank liquidity creation and systemic risk. (2021). Vähämaa, Sami ; Yasar, Sara ; Vahamaa, Sami ; Davydov, Denis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302922. Full description at Econpapers || Download paper |
2020 | Left-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. Full description at Econpapers || Download paper |
2020 | Funds 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. Full description at Econpapers || Download paper |
2020 | How 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. Full description at Econpapers || Download paper |
2020 | Tail Risk Transmission: A Study of the Iran Food Industry. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojaverian, Seyed Mojtaba ; Mojtahedi, Fatemeh. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:78-:d:387092. Full description at Econpapers || Download paper |
2020 | Assessment of Conditional Dependence Structures in Commodity Futures Markets Using Copula-GARCH Models and Fuzzy Clustering Methods. (2020). Just, Magorzata ; Uczak, Aleksandra. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2571-:d:336499. Full description at Econpapers || Download paper |
2020 | Is Islamic Banking More Procyclical? Cross-Country Evidence. (2020). Weill, Laurent ; Zins, Alexandra. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2020-03. Full description at Econpapers || Download paper |
2020 | The Microeconomics of Cryptocurrencies. (2020). Halaburda, Hanna ; Haeringer, Guillaume ; Gandal, Neil ; Gans, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:27477. Full description at Econpapers || Download paper |
2020 | Token-Based Platform Finance. (2020). Wang, Neng ; Li, YE ; Cong, Lin William. In: NBER Working Papers. RePEc:nbr:nberwo:27810. Full description at Econpapers || Download paper |
2020 | Risk governance, banks affiliated to business groups, and foreign ownership. (2020). ChavarÃÂn, Rubén ; Chavarin, Ruben. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00049-9. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:222580. Full description at Econpapers || Download paper |
2020 | Risk pooling, leverage, and the business cycle. (2020). Pelizzon, Loriana ; Modena, Andrea ; Dindo, Pietro. In: SAFE Working Paper Series. RePEc:zbw:safewp:271. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Estimating Systematic Risk Under Extremely Adverse Market Conditions In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Estimating Systematic Risk under Extremely Adverse Market Conditions.(2019) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2016 | Timing of Banks’ Loan Loss Provisioning During the Crisis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Timing of banks loan loss provisioning during the crisis.(2016) In: DNB Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Timing of banks’ loan loss provisioning during the crisis.(2018) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2016 | On the Value of Virtual Currencies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 20 |
2016 | On the value of virtual currencies.(2016) In: DNB Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2020 | On the Value of Virtual Currencies.(2020) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2017 | Credit Risk Transfer and Bank Insolvency Risk In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Entrepreneurial Incentives and the Role of Initial Coin Offerings In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Systemic Privacy as a Public Good: A Case for Electronic Cash In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 1 |
2017 | Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
2018 | Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
2016 | Systematic Tail Risk In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 17 |
2013 | Systematic tail risk.(2013) In: DNB Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2010 | Bank Profitability during Recessions In: DNB Working Papers. [Full Text][Citation analysis] | paper | 58 |
2012 | Bank profitability during recessions.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
2011 | Systematic risk under extremely adverse market condition In: DNB Working Papers. [Full Text][Citation analysis] | paper | 5 |
2011 | The simple econometrics of tail dependence In: DNB Working Papers. [Full Text][Citation analysis] | paper | 6 |
2012 | The simple econometrics of tail dependence.(2012) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2012 | Securitization and the dark side of diversification In: DNB Working Papers. [Full Text][Citation analysis] | paper | 12 |
2014 | Securitization and the dark side of diversification.(2014) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2013 | On agricultural commodities extreme price risk In: DNB Working Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Systemic risk and bank business models In: DNB Working Papers. [Full Text][Citation analysis] | paper | 9 |
2019 | Systemic risk and bank business models.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2015 | Systemic risk of European banks: Regulators and markets In: DNB Working Papers. [Full Text][Citation analysis] | paper | 2 |
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