Department of Financial economics (ceased)
521 publications
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75 jaar Hoge Raad van Financiën
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75 jaar Hoge Raad van Financiën
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Bank business models, performance and governance
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- Journal Article
- A2
- open access
Macroeconomic regimes
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Exchange rate policy in central and Eastern European countries
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Portfolios and investments
(2011) -
Estimating credit equations for CESEE: short- and long-run dynamics, and regime-switches
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Testing for a rational bubble under long memory
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Testing for a rational bubble under long memory
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- Journal Article
- A1
- open access
Monetary policy rules in central and Eastern European countries: does the exchange rate matter?
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What has driven private sector credit developments in Central, Eastern, and Southeastern Europe?
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Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
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Votre épargne dans une assurance vie de la Branche 21 protégée à partir du 1er janvier 2011
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Tak 21 levensverzekeringen: nu beter beschermd
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The development of monetary policy i the 20th century, challenges for monetary policy: coordination is key
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- PhD Thesis
- open access
Three essays in dynamic stochastic macroeconomics
(2010) -
The economic consequences of oil shocks: differences across countries and time
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Back to the basics in banking? A micro-analysis of banking system stability
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The determinants of stock and bond return comovements
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Portfolios and investments: an introduction
(2010) -
Measuring the extent of inside trading in horse betting markets
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Private sector credit in CESEE: long-run relationships and short-run dynamics
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A default prediction model for Belgian manufacturing SME's
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The impact of insider trading on forecasting in a bookmakers' horse betting market
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- PhD Thesis
- open access
The effect of banks on the external finance behavior of firms
(2010) -
Time-varying integration, interdependence and contagion
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Volatility regimes in central and Eastern European countries' exchange rates
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Een nieuw paradigma voor een moderne banksector
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Technology shocks and robust sign restrictions in a Euro area SVAR
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Model misspecification, learning and the exchange rate disconnect puzzle
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Business Cycle Evidence on Firm Entry
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Markov switching regimes in a monetary exchange rate model
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Empirical macro models in a time-varying framework
(2009) -
- Miscellaneous
- open access
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
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- Miscellaneous
- open access
Monetary Policy Rules in Central and Eastern European Countries: Does the Exchange Rate Matter?
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- Miscellaneous
- open access
Interest rate convergence in the EMS prior to European Monetary Union
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- Miscellaneous
- open access
Interest rate convergence in the EMS prior to European Monetary Union
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Time-varying integration and international diversification strategies
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How do investment banks value Initial Public Offerings (IPOs)?
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Determinants of yield spread dynamics: Euro versus US dollar corporate bonds
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- Journal Article
- A1
- open access
House prices and the stance of monetary policy
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Determinants of bank interest margins in Central and Eastern Europe: a comparison with the West
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The external finance premium and the macroeconomy: US post-WWII evidence
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Bank Lending and Asset Prices: evidence from Bulgaria
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Time-varying integration, the euro and international diversification strategies
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Bankrisico’s en toezicht
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Differences in interest rate policy at the ECB and the fed: An investigation with a medium-scale DSGE model
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Competition versus efficiency: what drives franchise values in European banking?
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The financial structure of private held Belgian firms
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Business cycle fluctuations and excess sensitivity of private consumption
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Order flows, news, and exchange rate volatility
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The sequence of bank liberalization: Financial repression versus capital requirements in Russia
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Introduction to the Symposium.
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Interactions between the real and financial economy
(2007) -
On the fit of new Keynesian models
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US imbalances: the role of technology and policy
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The determinants of stock and bond return comovements
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Shocks and frictions in US business cycles: A Bayesian DSGE approach
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Microeconomic determinants of acquisitions of Eastern European banks by Western European banks
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Managing value-at-risk for a bond using bond put options
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Risk management of a bond portfolio using options
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Book Review: Paul de Grauwe (ed.): Exchange Rate Economics: Where Do We Stand?
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- PhD Thesis
- open access
Competition and risk in financial institutions and the implications for financial stability
(2007) -
Competition, transmission and bank pricing policies: evidence from Belgian loan and deposit markets
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Does the stock market value bank diversification?
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Topics on modeling risk in transitional economy
(2006) -
Firm-specific factors in a DSGE model with Tayler price setting
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Monetary policy over time
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New evidence on inflation persistence and price stickiness in the euro area: implications for macro modeling
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Adaptive learning, persistence, and optimal monetary policy
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Bank Lending and Asset Prices in the Euro Area
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Structural versus temporary factors in country and industry risk
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The comovement of asset returns
(2006) -
Price shocks in general equilibrium: Alternative specifications
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Is the exchange rate a shock absorber or a source of shocks? New empirical evidence
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Exchange rate regimes in Central and East European countries: deeds vs. words
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Minimization of the (conditional) Value-at-Risk for a coupon bearing bond using a bond put option
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- PhD Thesis
- open access
Optimal regulatory design in banking in transition economies
(2006) -
Failure prediction in the Russian bank sector with logit and trait recognition models
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Inter-temporal stability of the european credit spread co-movement structure
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The predictability of bond and stock returns and the implications for portfolio allocation
(2005) -
Volatility spillover effects in European equity markets
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Bayesian New Neoclassical Synthesis (NNS) models: modern tools for central banks
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Comparing shocks and frictions in us and euro area business cycles: a Bayesian DSGE approach
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What caused the early millennium slowdown? Evidence based on vector autoregressions
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The industry effects of monetary policy in the euro area
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The evolution of exchange rate regimes and monetary policy strategies in Central and Eastern European countries
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Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes
(2005) -
Do fundamentals matter for the D-Mark/Euro - Dollar? A regime switching approach
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Markov switching regimes in a monetary exchange rate model
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A new large sample test of univariate symmetry: a comparative size-power study
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Excluding sum stable distributions as an explanation of second moment condition failure: the Australian evidence
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The value of asset allocation advice: Evidence from The Economist's quarterly portfolio poll
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Managing VaR for a bond using bond put options
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Bank risks and the business cycle
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Measuring European financial integration
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Sovereign credit spreads and the composition of the government budget
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Comments on 'Mark-up fluctuations and fiscal policy stabilisation in a monetary union'
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Forecasting with a Bayesian DSGE model: an application to the euro area
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Asset price booms and monetary policy