Maarten R.C. van Oordt : Citation Profile


Are you Maarten R.C. van Oordt?

Bank of Canada

6

H index

4

i10 index

139

Citations

RESEARCH PRODUCTION:

8

Articles

21

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 13
   Journals where Maarten R.C. van Oordt has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 10 (6.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/poo20
   Updated: 2021-02-20    RAS profile: 2020-12-08    
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Relations with other researchers


Works with:

Zhou, Chen (4)

Garratt, Rodney (3)

de Haan, Leo (3)

Bolt, Wilko (3)

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)

Mergaerts, Frederik (3)

Pelizzon, Loriana (3)

Vähämaa, Sami (3)

Papanikolaou, Nikolaos (3)

Peydro, Jose-Luis (2)

Gómez-Pineda, Javier (2)

León, Carlos (2)

Chavarín, Rubén (2)

Altavilla, Carlo (2)

Cites to:

Acharya, Viral (16)

Zhou, Chen (13)

Engle, Robert (11)

de Vries, Casper (10)

Lepetit, Laetitia (8)

Bouvatier, Vincent (7)

López-Espinosa, Germán (7)

Rochet, Jean (7)

Wagner, Wolf (7)

Moreno, Antonio (6)

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 Canada8
Staff Analytical Notes / Bank of Canada3

Recent works citing Maarten R.C. van Oordt (2021 and 2020)


YearTitle of citing document
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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2020Financial 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.

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2020Impact 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.

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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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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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2020Conditional 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.

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2020Oil 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.

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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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2021Bank 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.

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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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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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2020Tail 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.

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2020Assessment 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.

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2020Is Islamic Banking More Procyclical? Cross-Country Evidence. (2020). Weill, Laurent ; Zins, Alexandra. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2020-03.

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2020The Microeconomics of Cryptocurrencies. (2020). Halaburda, Hanna ; Haeringer, Guillaume ; Gandal, Neil ; Gans, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:27477.

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2020Token-Based Platform Finance. (2020). Wang, Neng ; Li, YE ; Cong, Lin William. In: NBER Working Papers. RePEc:nbr:nberwo:27810.

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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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2020.

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2020Increasing 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.

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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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paper1
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: 1
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
paper
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
article
2016On the Value of Virtual Currencies In: Staff Working Papers.
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paper20
2016On the value of virtual currencies.(2016) In: DNB Working Papers.
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This paper has another version. Agregated cites: 20
paper
2020On the Value of Virtual Currencies.(2020) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 20
article
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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paper0
2019Entrepreneurial Incentives and the Role of Initial Coin Offerings In: Staff Working Papers.
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paper2
2019Systemic Privacy as a Public Good: A Case for Electronic Cash In: Staff Working Papers.
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paper2
2020Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies 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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paper0
2018Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes.
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paper0
2016Systematic Tail Risk In: Journal of Financial and Quantitative Analysis.
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article17
2013Systematic tail risk.(2013) In: DNB Working Papers.
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This paper has another version. Agregated cites: 17
paper
2010Bank Profitability during Recessions In: DNB Working Papers.
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paper58
2012Bank profitability during recessions.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 58
article
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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paper6
2012The simple econometrics of tail dependence.(2012) In: Economics Letters.
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This paper has another version. Agregated cites: 6
article
2012Securitization and the dark side of diversification In: DNB Working Papers.
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paper12
2014Securitization and the dark side of diversification.(2014) In: Journal of Financial Intermediation.
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This paper has another version. Agregated cites: 12
article
2013On agricultural commodities extreme price risk In: DNB Working Papers.
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paper3
2014Systemic risk and bank business models In: DNB Working Papers.
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paper9
2019Systemic risk and bank business models.(2019) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 9
article
2015Systemic risk of European banks: Regulators and markets In: DNB Working Papers.
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paper2

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