Maarten R.C. van Oordt : Citation Profile

Are you Maarten R.C. van Oordt?

Vrije Universiteit Amsterdam (80% share)
Tinbergen Instituut (20% share)

8

H index

7

i10 index

273

Citations

RESEARCH PRODUCTION:

10

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 24
   Journals where Maarten R.C. van Oordt has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 8 (2.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/poo20
   Updated: 2024-04-18    RAS profile: 2023-12-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Garratt, Rodney (5)

Zhou, Chen (2)

Kahn, Charles (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)

Miglo, Anton (6)

Assenmacher, Katrin (5)

Agur, Itai (4)

Stix, Helmut (4)

Weill, Laurent (4)

Laeven, Luc (4)

Prat, Julien (4)

Pelizzon, Loriana (4)

Raykov, Radoslav (3)

leonello, agnese (3)

Cites to:

Uhlig, Harald (16)

Schilling, Linda (16)

Brunnermeier, Markus (14)

Fernandez-Villaverde, Jesus (14)

Acharya, Viral (13)

Engle, Robert (13)

Niepelt, Dirk (12)

de Vries, Casper (10)

Lepetit, Laetitia (8)

Bouvatier, Vincent (8)

Gandal, Neil (7)

Main data

Where Maarten R.C. van Oordt has published?

Journals with more than one article published# docs
Journal of Money, Credit and Banking2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada9
Staff Analytical Notes / Bank of Canada3
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Maarten R.C. van Oordt (2024 and 2023)

YearTitle of citing document
2023MicroVelocity: rethinking the Velocity of Money for digital currencies. (2022). Tessone, Claudio J ; D'Errico, Marco ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2201.13416.

Full description at Econpapers || Download paper

2023Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

Full description at Econpapers || Download paper

2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

Full description at Econpapers || Download paper

2023Central Bank Digital Currencies and Banking: Literature Review and New Questions. (2023). Jiang, Janet Hua ; Davoodalhosseini, Mohammad ; Chiu, Jonathan ; Chapman, James ; Zhu, YU ; Rivadeneyra, Francisco. In: Discussion Papers. RePEc:bca:bocadp:23-4.

Full description at Econpapers || Download paper

2023Crowdfunding and Risk. (2023). Cimon, David. In: Staff Working Papers. RePEc:bca:bocawp:23-28.

Full description at Econpapers || Download paper

2023Central Bank Digital Currency and Privacy: A Randomized Survey Experiment. (2023). Kim, Bongseob ; Choi, Syngjoo ; Kwon, Ohik. In: BIS Working Papers. RePEc:bis:biswps:1147.

Full description at Econpapers || Download paper

2023Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Mo, Wan-Shin ; Chiang, Shu-Hen ; Chen, Yu-Lun. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681.

Full description at Econpapers || Download paper

2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

Full description at Econpapers || Download paper

2023Explain systemic risk of commodity futures market by dynamic network. (2023). Zhang, Zuominyang ; Wang, Tianqi ; Lin, Jianwu ; Huang, KE ; He, Chengying. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001746.

Full description at Econpapers || Download paper

2023Does systematic tail risk matter?. (2023). Pereverzin, Aleksandr ; Nguyen, Linh H ; Polanski, Arnold ; Stoja, Evarist. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001706.

Full description at Econpapers || Download paper

2023Social capital, trust, and bank tail risk: The value of ESG rating and the effects of crisis shocks. (2023). Elnahass, Marwa ; Li, Teng ; Cao, Ngan Duong ; Trinh, Vu Quang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000082.

Full description at Econpapers || Download paper

2023Tax evasion policies and the demand for cash. (2023). Rainone, Edoardo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000204.

Full description at Econpapers || Download paper

2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

Full description at Econpapers || Download paper

2023Predicting the demand for central bank digital currency: A structural analysis with survey data. (2023). Li, Jiaqi. In: Journal of Monetary Economics. RePEc:eee:moneco:v:134:y:2023:i:c:p:73-85.

Full description at Econpapers || Download paper

2023Decrypting new age international capital flows. (2023). Rogoff, Kenneth ; Reinhart, Carmen M ; von Luckner, Clemens Graf. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:104-122.

Full description at Econpapers || Download paper

2023Do competition and market structure affect sensitivity of bank profitability to the business cycle?. (2023). Kowalska, Iwona ; Olszak, Magorzata. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001695.

Full description at Econpapers || Download paper

2023The consequences of bank loan growth: Evidence from Asia. (2023). Vithessonthi, Chaiporn. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:252-270.

Full description at Econpapers || Download paper

2023Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364.

Full description at Econpapers || Download paper

2023Governance and monetary policy impacts on public acceptance of CBDC adoption. (2023). Hoang, Long Cuu ; Thi, Huong Xuan ; Nguyen, Huan Huu ; van Nguyen, Phuc ; Ngo, Vu Minh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002513.

Full description at Econpapers || Download paper

2023Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2023). Yang, Xiye ; Neely, Christopher J ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

Full description at Econpapers || Download paper

2023Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector. (2023). Shmygel, Alona. In: IHEID Working Papers. RePEc:gii:giihei:heidwp17-2023.

Full description at Econpapers || Download paper

2023A Simple Model of a Central Bank Digital Currency. (2023). Prasad, Eswar ; Mishra, Bineet. In: IZA Discussion Papers. RePEc:iza:izadps:dp16154.

Full description at Econpapers || Download paper

2023Nowcasting bitcoin’s crash risk with order imbalance. (2023). Wei, Wang Chun ; Koutmos, Dimitrios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01148-1.

Full description at Econpapers || Download paper

2023Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium. (2023). Wang, Tong. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:325-367..

Full description at Econpapers || Download paper

2023Does Country Risk Affect Banking Efficiency: Empirical Evidence from Turkey and Selected Countries from the European Union. (2023). Samarah, Miral R ; Al-Gasaymeh, Anwar. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:6:p:1401-1417.

Full description at Econpapers || Download paper

2023Payments and prices. (2023). Niepelt, Dirk. In: Working Papers. RePEc:snb:snbwpa:2023-03.

Full description at Econpapers || Download paper

2023Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?. (2023). Badhani, K N ; Ali, Asgar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02355-w.

Full description at Econpapers || Download paper

2023Disentangling demand and supply side determinants of post-GFC credit slowdown: an Indian perspective. (2023). Gopalakrishnan, Pawan ; Ghosh, Saurabh ; Verma, Radheshyam ; Herwadkar, Snehal. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:2:d:10.1007_s41775-023-00177-w.

Full description at Econpapers || Download paper

2023CBDC: Banking and Anonymity. (2023). Izumi, Ryuichiro ; Cheng, Yuteng. In: Wesleyan Economics Working Papers. RePEc:wes:weswpa:2023-002.

Full description at Econpapers || Download paper

Works by Maarten R.C. van Oordt:

YearTitleTypeCited
2016Estimating Systematic Risk Under Extremely Adverse Market Conditions In: Staff Working Papers.
[Full Text][Citation analysis]		paper2
2019Estimating Systematic Risk under Extremely Adverse Market Conditions.(2019) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2016Timing of Banks’ Loan Loss Provisioning During the Crisis In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
2018Timing of banks’ loan loss provisioning during the crisis.(2018) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2016On the Value of Virtual Currencies In: Staff Working Papers.
[Full Text][Citation analysis]		paper43
2020On the Value of Virtual Currencies.(2020) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2017Credit Risk Transfer and Bank Insolvency Risk In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2018Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests In: Staff Working Papers.
[Full Text][Citation analysis]		paper2
2023Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market?Based Stress Tests.(2023) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2019Entrepreneurial Incentives and the Role of Initial Coin Offerings In: Staff Working Papers.
[Full Text][Citation analysis]		paper20
2019Systemic Privacy as a Public Good: A Case for Electronic Cash In: Staff Working Papers.
[Full Text][Citation analysis]		paper8
2020Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies In: Staff Working Papers.
[Full Text][Citation analysis]		paper5
2021Best Before? Expiring Central Bank Digital Currency and Loss Recovery In: Staff Working Papers.
[Full Text][Citation analysis]		paper4
2016Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper2
2017Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper0
2018Modelling the Macrofinancial Effects of a House Price Correction in Canada In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper1
2023The Crypto Multiplier In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2016Systematic Tail Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article40
2012The simple econometrics of tail dependence In: Economics Letters.
[Full Text][Citation analysis]		article8
2012Bank profitability during recessions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article81
2014Securitization and the dark side of diversification In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article12
2022The emerging autonomy-stability choice for stablecoins In: Chapters.
[Full Text][Citation analysis]		chapter0
2022The Emerging Autonomy–Stability Choice for Stablecoins In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2022The Demand for Programmable Payments In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Privacy as a Public Good: A Case for Electronic Cash In: Journal of Political Economy.
[Full Text][Citation analysis]		article27
2019Systemic risk and bank business models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article13

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team