Maarten R.C. van Oordt : Citation Profile

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

9

H index

8

i10 index

359

Citations

RESEARCH PRODUCTION:

11

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 29
   Journals where Maarten R.C. van Oordt has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 9 (2.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/poo20
   Updated: 2025-06-14    RAS profile: 2024-09-11    
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Relations with other researchers

Works with:

Garratt, Rodney (4)

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)

Assenmacher, Katrin (6)

Miglo, Anton (6)

Porcellacchia, Davide (6)

Agur, Itai (5)

Garratt, Rodney (5)

Ahnert, Toni (5)

Ari, Anil (5)

Monnet, Cyril (4)

Laeven, Luc (4)

Stix, Helmut (4)

Cites to:

Schilling, Linda (16)

Uhlig, Harald (16)

Fernandez-Villaverde, Jesus (14)

Brunnermeier, Markus (14)

Engle, Robert (13)

Acharya, Viral (13)

Niepelt, Dirk (12)

de Vries, Casper (10)

Bouvatier, Vincent (8)

Lepetit, Laetitia (8)

Bolt, Wilko (7)

Main data

Where Maarten R.C. van Oordt has published?

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

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada9
Tinbergen Institute Discussion Papers / Tinbergen Institute3
Staff Analytical Notes / Bank of Canada3

Recent works citing Maarten R.C. van Oordt (2025 and 2024)

YearTitle of citing document
2024Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2025The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency. (2025). Huser, Raphael ; Jiang, Junshu ; Richards, Jordan ; Bolin, David. In: Papers. RePEc:arx:papers:2408.06661.

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2024A simple but powerful tail index regression. (2024). Rodrigues, Paulo ; Nicolau, Joao. In: Papers. RePEc:arx:papers:2409.13531.

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2024Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). PRIAZHKINA, SOFIA ; Skavysh, Vladimir ; Palmer, Samuel ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17.

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2024Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-46.

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2024Monetary Policy Transmission Through Shadow and Traditional Banks. (2024). Izumi, Ryuichiro ; Cheng, Yuteng. In: Staff Working Papers. RePEc:bca:bocawp:24-9.

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2024CBDC and the banking system. (2024). Rainone, Edoardo ; Palazzo, Francesco ; Ferrero, Giuseppe ; Branzoli, Nicola ; Auer, Simone ; Ilari, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_829_24.

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2024Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing. (2024). Jude, Cristina ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:961.

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2024Nothing to hide? Gender and age differences in the willingness to share data. (2024). Fuster, Andreas ; Frost, Jon ; Doerr, Sebastian ; Armantier, Olivier ; Shue, Kelly. In: BIS Working Papers. RePEc:bis:biswps:1187.

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2024Crypto Exchange Tokens. (2024). Garratt, Rodney ; Rc, Maarten. In: BIS Working Papers. RePEc:bis:biswps:1201.

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2024Calibrating the countercyclical capital buffer using AUROCs. (2024). Bologna, Pierluigi ; Galardo, Maddalena. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12230.

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2024Money and Banking with Reserves and CBDC. (2024). Niepelt, Dirk. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2505-2552.

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2024Enhancing Operational Risk Management in the Mauritian Banking Sector: A Structured Approach. (2024). Abbana, Sharanam ; Ramdani, Lovena ; Marimuthu, Ferina. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-1.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024Understanding sentiment shifts in central bank digital currencies. (2024). Corbet, Shaen ; Larkin, Charles ; Hu, Yang ; Conlon, Thomas ; Hou, Yang ; Oxley, Les. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001035.

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2024Identifying barriers and interagency solutions to meeting the needs of families experiencing intimate partner violence (IPV): Home visiting and IPV agency perspectives. (2024). Cronholm, Peter F ; Matone, Meredith ; Ofori-Agyekum, Malkia Singleton ; Kellom, Katherine S ; Tooher, Elizabeth ; Pride, Elizabeth ; Wang, XI ; Garcia, Stephanie M. In: Children and Youth Services Review. RePEc:eee:cysrev:v:163:y:2024:i:c:s0190740924003219.

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2024Economic hardship and the role of cost in childcare decisions: An exploratory study. (2024). Ronnenberg, Megan M ; Conrad, Aislinn R. In: Children and Youth Services Review. RePEc:eee:cysrev:v:163:y:2024:i:c:s0190740924003335.

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2024Enforcement actions and systemic risk. (2024). Lee, Chien-Chiang ; Tian, Yiming ; Zhang, Xiaoming. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000104.

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2024Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x.

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2025Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets. (2025). Shafiullah, Muhammad ; Gubareva, Mariya ; Teplova, Tamara. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007941.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Central bank digital currencies: A critical review. (2024). Urquhart, Andrew ; Marra, Miriam ; Dionysopoulos, Lambis. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005471.

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2024Environmental policy stringency and bank risks: Does green economy matter?. (2024). Lee, Chien-Chiang ; Lin, Weizheng ; Hong, Pei-Hsuan ; Wang, Chih-Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005562.

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2024Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?. (2024). Podhorsky, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000905.

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2024Examining the impact of a central bank digital currency on the access to banking. (2024). Dunbar, Kwamie ; Treku, Daniel N. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001522.

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2024Cryptocurrency anomalies and economic constraints. (2024). Liedtke, Gerrit ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509.

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2024Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655.

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2025Digitalization and banks efficiency: Evidence from a European analysis. (2025). Chiaramonte, Laura ; Ayadi, Rym ; Migliavacca, Milena ; Cucinelli, Doriana. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007695.

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2024Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Deng, Yuanyue ; Li, Sijing. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248.

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2024The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises. (2024). Liu, Liping ; Xu, Jietian. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004690.

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2024Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x.

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2024Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200.

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2024Portfolio optimization by enhanced LinUCB. (2024). Guo, Xingjian ; Mirza, Sultan Sikandar ; Zhang, Qin ; Ni, HE. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012959.

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2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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2024A simple model of a central bank digital currency. (2024). Prasad, Eswar ; Mishra, Bineet. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000676.

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2024Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets. (2024). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Karpetis, Christos ; Raftis, Achilleas. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028324000048.

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2024International stock market volatility: A global tail risk sight. (2024). Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2025Multivariate crash risk in China. (2025). Zhao, Yang ; Qiao, Tongshuai ; Li, Donghui ; Han, Liyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002796.

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2024Consumer perceived risk of using autonomous retail technology. (2024). Sohn, Stefanie. In: Journal of Business Research. RePEc:eee:jbrese:v:171:y:2024:i:c:s0148296323007488.

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2024Political freedom and financial inclusion: Unraveling social trust and political rent-seeking. (2024). Bu, Ziwen ; Ding, Yibing ; Ma, Yechi ; Li, Suyang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:46-65.

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2024Miner competition and transaction fees. (2024). Rajapaksa, Danusha ; Shao, Enchuan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:227:y:2024:i:c:s0167268124003500.

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2024Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x.

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2024Financial instability in Lebanon: Do the liquidity creation and performance of banks matter?. (2024). Fromentin, Vincent ; Maroun, George. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000644.

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2024Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Fang, YI ; Yuan, Yan ; Wang, Yanru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172.

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2024Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699.

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2024Production efficiency of internet-only banks and conventional banks: Evidence from China and Japan. (2024). Huang, Shian-Chang ; Chen, Kuan-Chieh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400371x.

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2024Financial intermediation and informational efficiency: Predicting business cycles. (2024). Gurdgiev, Constantin ; French, Joseph ; Chatterjee, Ujjal ; Borochin, Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005999.

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2024Short-term market impact of crypto firms’ bankruptcies on cryptocurrency markets. (2024). Martins, Antonio Miguel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001636.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024The environmental, social, and governance (ESG) aspects of Bitcoin. (2024). Urquhart, Andrew. In: Chapters. RePEc:elg:eechap:22115_15.

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2025Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2025). Yang, Xiye ; Neely, Christopher ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2024Corporate Governance and Employee Productivity: Evidence from Jordan. (2024). Nurunnabi, Mohammad ; Bastida, Francisco ; Ajlouni, Abdullah. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:4:p:97-:d:1487574.

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2025The Impact of Environmental Social and Governance Performance on Systematic Tail Risk of Chinese Corporations. (2025). Fu, Mingyue ; Jia, Yanyan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:1854-:d:1596981.

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2024The Economics of Central Bank Digital Currency. (2024). Assenmacher, Katrin ; Monnet, Cyril ; Porcellacchia, Davide ; Leonello, Agnese ; Hoffmann, Peter ; Ahner, Toni. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:4:a:4.

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2024How do Bank Profits Change in Response to Changes in Interest Rates?. (2024). Ozdemir, Nilufer ; Altinoz, Cuneyt. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:3:d:10.1007_s11294-024-09911-3.

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2024What Triggers Consumer Adoption of Central Bank Digital Currency?. (2024). Jonker, Nicole ; Cruijsen, Carin ; Bijlsma, Michiel ; Reijerink, Jelmer. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:65:y:2024:i:1:d:10.1007_s10693-023-00420-8.

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2025The tale of two tails and stock returns for two major emerging markets. (2025). Sehgal, Sanjay ; Deisting, Florent ; Agrawal, Tarunika Jain. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01301-4.

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2024Unveiling the Impact of Payment Methods on Consumer Behavior: Insights and Future Directions. (2024). Wang, Manlin ; Cheng, LU ; Tan, Yulin ; Ma, Qingguo. In: OSF Preprints. RePEc:osf:osfxxx:3fphk_v1.

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2024Consumer Perceptions and Willingness to Adopt rCBDCs Before and After the e-HKD Pilot. (2024). Guo, Haicheng ; Jin, Siyuan ; Kawaguchi, Kohei ; Carreras, Marc Dordal. In: SocArXiv. RePEc:osf:socarx:vhktj_v1.

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2025Firm ownership and systemic risk: mechanism and evidence from China. (2025). Liu, Chenye ; Xu, Jiawen. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:2:d:10.1057_s41283-025-00159-7.

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2024The double-edged effect of bank liquidity creation efficiency on systemic risk: Evidence from China. (2024). Liu, Tingting ; Tan, Shuying ; Wang, Chan. In: PLOS ONE. RePEc:plo:pone00:0313208.

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2025Performance du secteur bancaire des pays d’Afrique Subsaharienne (ASS) : les effets différenciés de la croissance économique. (2025). Mbondo, Georges Dieudonn ; Bouwawe, Duclo ; Tchinda, Ghislaine Mafo. In: MPRA Paper. RePEc:pra:mprapa:123809.

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2024A proposal for a layer-2 CBDC on a rollup. (2024). Nyffenegger, Remo. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:3:d:10.1007_s42521-024-00115-2.

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2024Digital currency: an empirical study analyzing its effectiveness in the banking sector. (2024). Boddeda, Omnamasivaya ; Gorli, Chaitanya ; Jada, Kameswari ; Palisetty, Ramesh ; Gondesi, Santhoshi ; Bastray, Tejaswini ; Hiremath, Sony ; Bhavikatti, Veena Ishwarappa. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:15:y:2024:i:11:d:10.1007_s13198-024-02509-2.

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2025When the numbers don’t add up: anomalies and inconsistencies in bitcoin prices and daily data. (2025). Gotham, Edward. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-025-09708-y.

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2024Climate change and credit risk in rural financial institutions: A study based on transition risk. (2024). Wang, Chao ; Sheng, Tianxiang ; Ma, Qianting. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:6:p:4208-4226.

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Works by Maarten R.C. van Oordt:

YearTitleTypeCited
2016Estimating Systematic Risk Under Extremely Adverse Market Conditions In: Staff Working Papers.
[Full Text][Citation analysis]		paper8
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: 8		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]		paper56
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: 56		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]		paper4
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: 4		article
2019Entrepreneurial Incentives and the Role of Initial Coin Offerings In: Staff Working Papers.
[Full Text][Citation analysis]		paper21
2019Systemic Privacy as a Public Good: A Case for Electronic Cash In: Staff Working Papers.
[Full Text][Citation analysis]		paper13
2020Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies In: Staff Working Papers.
[Full Text][Citation analysis]		paper8
2023Why Fixed Costs Matter for Proof-of-Work–Based Cryptocurrencies.(2023) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2021Best Before? Expiring Central Bank Digital Currency and Loss Recovery In: Staff Working Papers.
[Full Text][Citation analysis]		paper5
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]		article58
2012The simple econometrics of tail dependence In: Economics Letters.
[Full Text][Citation analysis]		article9
2012Bank profitability during recessions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article88
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]		chapter1
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]		paper3
2024On Bubbles in Cryptocurrency Prices In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Privacy as a Public Good: A Case for Electronic Cash In: Journal of Political Economy.
[Full Text][Citation analysis]		article40
2019Systemic risk and bank business models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article26

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