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Statistical evidence on the mean reversion of interest rates
End, Jan-Willem van den - 2011
Persistent link: https://www.econbiz.de/10008903823
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Liquidity stress-tester : a macro model for stress-testing banks' liquidity risk
End, Jan-Willem van den - 2008
Persistent link: https://www.econbiz.de/10003704555
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Liquidity stress-tester : a model for stress-testing banks' liquidity risk
End, Jan-Willem van den - In: CESifo economic studies : CESifo, a joint initiative of … 56 (2010) 1, pp. 38-69
This article presents a stress-testing model for liquidity risks of banks. It takes into account the first- and second-round (feedback) effects of shocks, induced by reactions of heterogeneous banks, and reputation effects. The impact on liquidity buffers and the probability of a liquidity...
Persistent link: https://www.econbiz.de/10003944301
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Liquidity stress-tester : do Basel III and unconventional monetary policy work?
End, Jan-Willem van den - In: Applied financial economics 22 (2012) 13/15, pp. 1233-1257
Persistent link: https://www.econbiz.de/10009625378
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A macroprudential approach to address liquidity risk with the loan-to-deposit ratio
End, Jan-Willem van den - 2013
Persistent link: https://www.econbiz.de/10009714474
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The breakdown of the money multiplier at the zero lower bound
End, Jan-Willem van den - In: Applied economics letters 21 (2014) 13/15, pp. 875-877
Persistent link: https://www.econbiz.de/10010418328
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Financial cycles and macroprudential policy
End, Jan-Willem van den - In: Financial cycles and real economy : lessons for CESEE …, (pp. 293-301). 2014
Persistent link: https://www.econbiz.de/10010437928
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Liquidity stress-tester: do Basel III and unconventional monetary policy work?
End, Jan-Willem van den - 2010
Persistent link: https://www.econbiz.de/10008758061
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Diminishing returns of QE from portfolio rebalancing
End, Jan-Willem van den - In: The journal of investing 27 (2018) 4, pp. 106-111
Persistent link: https://www.econbiz.de/10012241839
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Applying complexity theory to interest rates : evidence of critical transitions in the euro area
End, Jan-Willem van den - 2017
Persistent link: https://www.econbiz.de/10011717846