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Research Output 2009 2019

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2019

Applying complexity theory to interest rates: Evidence of critical transitions in the euro area

van den End, J. W., Jan 2019, In : Credit and Capital Markets. 52, 1, p. 1-33 33 p.

Research output: Contribution to JournalArticleAcademicpeer-review

liquidity
Euro
interest rate
evidence
central bank
2018

Diminishing Returns of QE from Portfolio Rebalancing

Van den End, J. W., Jan 2018, In : JOURNAL OF INVESTING. 27, 4, p. 106-111

Research output: Contribution to JournalArticleAcademicpeer-review

Evaluating monetary policy rules under fundamental uncertainty: An info-gap approach

Ben-Haim, Y., Demertzis, M. & Van den End, J. W., Jun 2018, In : Economic Modelling. 73, p. 55-70 16 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Uncertainty
Monetary policy rules
Rule-based
Monetary policy
Taylor rule

Low real rates as driver of secular stagnation: Empirical assessment

van den End, J. W. & Hoeberichts, M., Jun 2018, In : Japan and the World Economy. 46, p. 29-40 12 p.

Research output: Contribution to JournalArticleAcademicpeer-review

stagnation
driver
monetary policy
interest rate
causality

The signalling content of asset prices for inflation: Implications for quantitative easing

de Haan, L. & van den End, J. W., Mar 2018, In : Economic Systems. 42, 1, p. 45-63 19 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Inflation
Asset prices
Quantitative easing
Deflation
Information content
2017

Central Bank Balance Sheet Policies and Inflation Expectations

van den End, J. W. & Pattipeilohy, C., 1 Jul 2017, In : Open Economies Review. 28, 3, p. 499-522 24 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Balance sheet
Inflation expectations
Central bank
Euro area
Empirical results

Lenders on the storm of wholesale funding shocks: saved by the central bank?

de Haan, L., van den End, J. W. & Vermeulen, P., 2 Oct 2017, In : Applied Economics. 49, 46, p. 4679-4703 25 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Funding
Central bank
Lending
Loans
Securities market
2016

A macroprudential approach to address liquidity risk with the loan-to-deposit ratio

Van den End, J. W., 19 Feb 2016, In : European Journal of Finance. 22, 3, p. 237-253 17 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Liquidity risk
Deposits
Loans
Interaction
Lending

Quantitative easing tilts the balance between monetary and macroprudential policy

van den End, J. W., 2 Jul 2016, In : Applied Economics Letters. 23, 10, p. 743-746 4 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Asset prices
Inflation
Quantitative easing
Corporate bonds
Financial markets
2014

Are European sovereign bonds fairly priced? The role of modelling uncertainty

de Haan, L., Hessel, J. & van den End, J. W., 2014, In : Journal of International Money and Finance. 47, p. 239-267 29 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Uncertainty modeling
Sovereign bonds
Sample selection
Financial variables
Inclusion

The breakdown of the money multiplier at the zero lower bound

van den End, J. W., 2014, In : Applied Economics Letters. 21, 13, p. 875-877 3 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Breakdown
Zero lower bound
Unconventional monetary policy
Money multiplier
Interest rates
2013

Bank liquidity, the maturity ladder, and regulation

De Haan, L. & van den End, J. W., Oct 2013, In : Journal of Banking and Finance. 37, 10, p. 3930-3950 21 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Maturity
Liquidity
Assets
Liability
Interaction

Banks' responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and firesales

de Haan, L. & van den End, J. W., 2013, In : Journal of International Financial Markets, Institutions and Money. 26, p. 152-174 23 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Lending
Liquidity
Funding
Liquidity shocks
Equity

Modelling the liquidity ratio as macroprudential instrument

Van Den End, J. W. & Kruidhof, M., Apr 2013, In : Journal of Banking Regulation. 14, 2, p. 91-106 16 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Modeling
Liquidity
Scenarios
Interaction
Negative externalities
2012

Liquidity stress-tester: Do Basel III and unconventional monetary policy work?

van den End, J. W., Aug 2012, In : Applied Financial Economics. 22, 15, p. 1233-1257 25 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Basel
Liquidity
Unconventional monetary policy
Assets
Refinancing

When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour

van den End, J. W. & Tabbae, M., Apr 2012, In : Journal of Financial Stability. 8, 2, p. 107-120 14 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Liquidity risk
Empirical evidence
Balance sheet
Market segments
Systemic risk
2009

Liquidity stress-tester: A model for stress-testing banks' liquidity risk

van den End, J. W., 4 Apr 2009, In : CESifo Economic Studies. 56, 1, p. 38-69 32 p.

Research output: Contribution to JournalArticleAcademicpeer-review

liquidity
bank
risk management
reputation
Liquidity