7
H index
7
i10 index
501
Citations
de Nederlandsche Bank | 7 H index 7 i10 index 501 Citations RESEARCH PRODUCTION: 6 Articles 10 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Mink. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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CESifo Working Paper Series / CESifo | 4 |
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2025 | Using machine learning to aggregate apartment prices: Comparing the performance of different Luxembourg indices Abstract: This paper presents three different methods to estimate an apartment price index or Luxembourg and evaluates their performance by comparing volatility, proneness to revisions, coherence and out-of-sample fit. In addition to the standard hedonic and repeat sales methods, we apply a machine learning algorithm (the interpretable random forest approach) to produce a new index for Luxembourg. The three methods indicate similar trends in residential property prices. The new random forest index closely tracks the two more traditional indices, providing evidence supporting the viability of this new approach. In comparing the three methods, the random forest index is more stable and therefore provides information that is easier to interpret. However, all three methods are subject to revisions when new observations are released and these tend to be larger for the random forest than for traditional indices.. (2025). Kremer, David ; Kaempff, Bob. In: BCL working papers. RePEc:bcl:bclwop:bclwp194. Full description at Econpapers || Download paper |
2024 | Uninformed voters with (im)precise expectations: Explaining political budget cycle puzzles. (2024). Crombach, Lamar ; Bohn, Frank. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:275-311. Full description at Econpapers || Download paper |
2024 | Forms of fiscal governance in the Euro Area – An update. (2024). Baimbridge, Mark ; Catania, Moira ; Litsios, Ioannis. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:3:p:346-378. Full description at Econpapers || Download paper |
2025 | National elections and sub-national electoral cycles: Do strong fiscal rules matter in Europe?. (2025). Oriola, Hugo ; Villavicencio, Antonia Lopez. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-15. Full description at Econpapers || Download paper |
2024 | Characterizing the schooling cycle. (2024). Sadaba, Barbara ; MAIER, SOFIA ; Vuji, Sunica. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000051. Full description at Econpapers || Download paper |
2024 | Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676. Full description at Econpapers || Download paper |
2024 | The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785. Full description at Econpapers || Download paper |
2024 | Coherence of the business cycles of prospective members of the euro area and the euro area business cycle. (2024). Jacobs, Jan ; Zijm, Renske ; de Haan, Jakob. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000438. Full description at Econpapers || Download paper |
2024 | Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros A ; Milidonis, Andreas ; Lotfi, Somayyeh. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158. Full description at Econpapers || Download paper |
2024 | Capital regulation induced reaching for systematic yield: Financial instability through fire sales. (2024). van der Kroft, Bram ; Boermans, Martijn A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002212. Full description at Econpapers || Download paper |
2024 | International macroeconomic vulnerability. (2024). Garcia, Marcio ; Velloso, Joo ; Guillen, Diogo ; Ribeiro, Bernardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624000925. Full description at Econpapers || Download paper |
2024 | The effects of resource rents and elections on human capital investment in Colombia. (2024). Wong, Pui Hang ; Collazos-Ortiz, Maria Antonieta. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012898. Full description at Econpapers || Download paper |
2024 | Coherence of output gaps in the euro area: The impact of the COVID-19 shock. (2024). Jacobs, Jan ; de Haan, Jakob ; Zijm, Renske. In: European Journal of Political Economy. RePEc:eee:poleco:v:84:y:2024:i:c:s0176268023000137. Full description at Econpapers || Download paper |
2024 | Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251. Full description at Econpapers || Download paper |
2024 | Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017. Full description at Econpapers || Download paper |
2025 | Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum. (2025). Ngoc, Dung Thi ; Quoc, Bao Khac. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003921. Full description at Econpapers || Download paper |
2024 | On the Risk-based Contagion of G7 Banking System and the COVID-19 Pandemic. (2024). da Silva, Cristiano ; Costa, Antonio ; Matos, Paulo. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:6:p:1634-1654. Full description at Econpapers || Download paper |
2024 | Stock Market Integration and Trade: A Study on India and its Major Trading Partners. (2024). Jana, Samiran. In: Vision. RePEc:sae:vision:v:28:y:2024:i:3:p:313-326. Full description at Econpapers || Download paper |
2024 | What type of central banker dampens the political business cycle? The case of Africa. (2024). Strong, Christine. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1920-1946. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2024 | Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw? In: Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Has the Stability and Growth Pact Impeded Political Budget Cycles in the European Union? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 43 |
2007 | Measuring Synchronicity and Co-movement of Business Cycles with an Application to the Euro Area In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 47 |
2007 | MEASURING SYNCHRONICITY AND CO-MOVEMENT OF BUSINESS CYCLES WITH AN APPLICATION TO THE EURO AREA.(2007) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2014 | Spillovers from Systemic Bank Defaults In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2016 | Euro Area Imbalances In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2020 | How banks respond to distress: Shifting risks in Europes banking union In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Measuring stock market contagion: Local or common currency returns? In: Emerging Markets Review. [Full Text][Citation analysis] | article | 31 |
2013 | Are stock market crises contagious? The role of crisis definitions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
2013 | Contagion during the Greek sovereign debt crisis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 161 |
2016 | A descriptive model of banking an aggregate demand In: Research Report. [Full Text][Citation analysis] | paper | 2 |
2018 | A Descriptive Model of Banking and Aggregate Demand.(2018) In: De Economist. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2012 | Measuring coherence of output gaps with an application to the euro area In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 111 |
2007 | MEASURING SYNCHRONICITY AND CO-MOVEMENT OF BUSINESS CYCLES WITH AN APPLICATION TO THE EURO AREA.(2007) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
2006 | Are there Political Budget Cycles in the Euro Area? In: European Union Politics. [Full Text][Citation analysis] | article | 81 |
2020 | How Banks Respond to Distress: Shifting Risks in Europe€™s Banking Union In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
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