11
H index
13
i10 index
536
Citations
de Nederlandsche Bank (99% share) | 11 H index 13 i10 index 536 Citations RESEARCH PRODUCTION: 18 Articles 19 Papers RESEARCH ACTIVITY: 17 years (2007 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pve149 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Vermeulen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Money and Finance | 4 |
Journal of Financial Stability | 2 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2023 | Investor behavior under market stress:evidence from the Italian sovereign bond market. (2023). Panzarino, Onofrio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:misp_033_23. Full description at Econpapers || Download paper |
2024 | Does Intraâ€regional Trade Matter in Regional Stock Markets? New Evidence from the Asiaâ€Pacific Region. (2019). Kim, Young Min ; Choi, Moon Jung. In: Asian Economic Journal. RePEc:bla:asiaec:v:33:y:2019:i:3:p:253-280. Full description at Econpapers || Download paper |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper |
2023 | What is the optimal capital ratio implying a stable European banking system?. (2023). Jakubík, Petr ; Moinescu, Bogdan Gabriel ; Jakubik, Petr. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:3:p:324-343. Full description at Econpapers || Download paper |
2023 | The foreign aid and remittance nexus: Evidence from South Asia. (2023). Selvanathan, Saroja ; Abbas, Syed Ali. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:7:p:2032-2053. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Banks’ Portfolio of Government Debt and Sovereign Risk. (2023). Afonso, Antonio ; Monteiro, Sofia ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10692. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Preferred habitat investors in the green bond market. (2023). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:773. Full description at Econpapers || Download paper |
2023 | Changing patterns of risk-sharing channels in the United States and the euro area. (2023). Cimadomo, Jacopo ; Mumtaz, Haroon ; Lengyel, Andras ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20232849. Full description at Econpapers || Download paper |
2024 | Exploring the interdependence of climate, finance, energy, and geopolitics: A conceptual framework for systemic risks amidst multiple crises. (2024). Holz, Franziska ; D'Orazio, Paola ; Hoffart, Franziska M ; Kemfert, Claudia. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s030626192400268x. Full description at Econpapers || Download paper |
2023 | Structural transformation, urbanization, and remittances in developing countries: A panel VAR analysis. (2023). Selvanathan, Eliyathamby A ; Abbas, Syed Ali. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:55-69. Full description at Econpapers || Download paper |
2023 | Does population aging matter for remittances in developing countries?. (2023). Kim, Jounghyeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1038-1056. Full description at Econpapers || Download paper |
2023 | The cyclical behaviour of fiscal policy: A meta-analysis. (2023). Heimberger, Philipp. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000718. Full description at Econpapers || Download paper |
2023 | Does climate legislation matter for bank lending? Evidence from MENA countries. (2023). Ghosh, Saibal. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001866. Full description at Econpapers || Download paper |
2023 | Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x. Full description at Econpapers || Download paper |
2023 | Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557. Full description at Econpapers || Download paper |
2023 | Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594. Full description at Econpapers || Download paper |
2023 | Do sovereign-bond issuers learn from peers?. (2023). Chidambaran, N K ; Chahine, Salim. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000438. Full description at Econpapers || Download paper |
2024 | External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x. Full description at Econpapers || Download paper |
2023 | Fickle emerging market flows, stable euros, and the dollar risk factor. (2023). Burger, John ; Boermans, Martijn A. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000168. Full description at Econpapers || Download paper |
2023 | Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594. Full description at Econpapers || Download paper |
2024 | Twenty-year tango: Exploring the reciprocal influence of macro-financial instability and climate risks. (2024). Hemrit, Wael ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Sahut, Jean-Michel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:717-731. Full description at Econpapers || Download paper |
2023 | Insolvency regimes and cross-border investment decisions. (2023). Schmidt, Michael ; Savatier, Loic Baptiste ; Kliatskova, Tatsiana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s026156062200198x. Full description at Econpapers || Download paper |
2024 | The medium-term effects of fiscal policy rules. (2024). Tagkalakis, Athanasios ; Chrysanthakopoulos, Christos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000068. Full description at Econpapers || Download paper |
2023 | This time truly is different: The cyclical behaviour of fiscal policy during the Covid-19 crisis. (2023). Heimberger, Philipp. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000228. Full description at Econpapers || Download paper |
2023 | Ex-post and real-time estimations of the output gap: A new assessment of fiscal procyclicality in the eurozone. (2023). Carnazza, Giovanni. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000440. Full description at Econpapers || Download paper |
2023 | Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market. (2023). Akhter, Tahmina ; Tiwari, Aviral Kumar ; Soo-Wah, Low ; Hoque, Mohammad Enamul. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300497x. Full description at Econpapers || Download paper |
2024 | Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Ziadat, Salem Adel ; Mensi, Walid ; Kang, Sang Hoon. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17. Full description at Econpapers || Download paper |
2023 | Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks. (2023). Sahut, Jean-Michel ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Kanzari, Dalel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387. Full description at Econpapers || Download paper |
2024 | How do transaction costs influence remittances?. (2024). KPODAR, Kangni ; Imam, Patrick Amir. In: World Development. RePEc:eee:wdevel:v:177:y:2024:i:c:s0305750x2400007x. Full description at Econpapers || Download paper |
2023 | Is the European economic governance framework too “complex”? A critical discussion. (2023). Perez, Javier J ; Lopez, Diego Martinez ; Mateos, Marcos Martin ; del Amo, Julia. In: Working Papers. RePEc:fda:fdaddt:2023-06. Full description at Econpapers || Download paper |
2023 | California Wildfires, Property Damage, and Mortgage Repayment. (2023). Hossain, Ethan ; Zink, David ; Biswas, Siddhartha. In: Working Papers. RePEc:fip:fedpwp:95860. Full description at Econpapers || Download paper |
2023 | California Wildfires, Property Damage, and Mortgage Repayment. (2023). Wardius, Collin ; Livshits, Igor ; Hossain, Mallick. In: Working Papers. RePEc:fip:fedpwp:96170. Full description at Econpapers || Download paper |
2023 | Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0. Full description at Econpapers || Download paper |
2023 | Banks’ portfolio of government debt and sovereign risk. (2023). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp02892023. Full description at Econpapers || Download paper |
2023 | Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks. (2023). Abbes, Mouna Boujelbene ; Mezghani, Taicir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3. Full description at Econpapers || Download paper |
2023 | The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy. (2023). Skouralis, Alexandros. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09707-0. Full description at Econpapers || Download paper |
2023 | Is There a Portfolio Rebalancing Channel of QE in Latvia?. (2023). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202305. Full description at Econpapers || Download paper |
2023 | Labour market, social welfare, and migrant remittance: COVID-19 implications in the UK. (2023). Tilbe, Fethiye Kaya. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02018-w. Full description at Econpapers || Download paper |
2023 | Climate transition risk in determining credit risk: evidence from firms listed on the STOXX Europe 600 index. (2023). Lopez-Martin, Carmen ; Ramos-Garcia, Daniel ; Arguedas-Sanz, Raquel. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02416-8. Full description at Econpapers || Download paper |
2023 | Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1. Full description at Econpapers || Download paper |
2023 | Cross-border investment and the decline of exchange rate volatility: implications for Euro area bilateral investments. (2023). Sokolenko, Oleksandra ; Giofre, Maela. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:3:d:10.1007_s10290-022-00477-y. Full description at Econpapers || Download paper |
2023 | Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3. Full description at Econpapers || Download paper |
2023 | Foreign equity portfolio flow and corruption: A cross?country evidence. (2022). Chijokemgbame, Marian ; Zhu, Tingting ; Fosu, Samuel ; Boateng, Agyenim ; Kwabi, Frank. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:68-87. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | International investment positions revisited: Investor heterogeneity and individual security characteristics In: Review of International Economics. [Full Text][Citation analysis] | article | 8 |
2019 | Heterogeneous effects of competitiveness shocks on macroeconomic performance across euro area countries In: The World Economy. [Full Text][Citation analysis] | article | 3 |
2010 | Remittances and Financial Openness In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 37 |
2010 | Remittances and Financial Openness.(2010) In: Development Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2012 | Remittances and financial openness.(2012) In: Regional Science and Urban Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
2009 | Remittances and Financial Openness.(2009) In: DEM Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2009 | The Dark Side of Global Integration: Increasing Tail Dependence In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 123 |
2010 | The dark side of global integration: Increasing tail dependence.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | article | |
2008 | The Dark Side of Global Integration: Increasing Tail Dependence.(2008) In: DEM Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 123 | paper | |
2010 | Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 99 |
2012 | Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates.(2012) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | article | |
2012 | The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2014 | The 2007--2009 financial crisis: changing market dynamics and the impact of credit supply and aggregate demand sensitivity.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2022 | A macroprudential perspective on cyber risk In: Occasional Studies. [Full Text][Citation analysis] | paper | 4 |
2020 | The importance of value chains for euro area trade: a time series perspective In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Spillover effects of sovereign bond purchases in the euro area In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2024 | Spillover Effects of Sovereign Bond Purchases in the Euro Area.(2024) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2015 | Compendium on the diagnostic toolkit for competitiveness In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 10 |
2014 | Migrants choice of remittance channel: Do general payment habits play a role? In: Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
2014 | Migrants’ Choice of Remittance Channel: Do General Payment Habits Play a Role?.(2014) In: World Development. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2016 | How competitiveness shocks affect macroeconomic performance across euro area countries In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2021 | The heat is on: A framework for measuring financial stress under disruptive energy transition scenarios In: Ecological Economics. [Full Text][Citation analysis] | article | 16 |
2016 | Newton meets Van Leeuwenhoek: Identifying international investors’ common currency preferences In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
2016 | Insurance companies’ trading behaviour during the European sovereign debt crisis: Flight home or flight to quality? In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 20 |
2017 | Leading indicators of financial stress: New evidence In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 18 |
2021 | Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
2013 | International diversification during the financial crisis: A blessing for equity investors? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 24 |
2014 | Net foreign asset (com)position: Does financial development matter? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 14 |
2015 | Financial Stress Indices and Financial Crises In: Open Economies Review. [Full Text][Citation analysis] | article | 38 |
2010 | The International Wealth Channel: A Global Error-Correcting Analysis In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
2012 | The international wealth channel: a global error-correcting analysis.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2012 | The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
2010 | Fiscal policy and monetary integration in Europe: an update In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 49 |
2007 | Fiscal policy and monetary integration in Europe: an update.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2008 | Fiscal policy and monetary integration in Europe: an update.(2008) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2008 | Non-Cooperative Solutions for Claims Problems In: Research Memorandum. [Full Text][Citation analysis] | paper | 5 |
2009 | The international wealth effect : a global error-correcting analysis In: Research Memorandum. [Full Text][Citation analysis] | paper | 2 |
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