Central Bank Research Hub - Series: Netherlands Bank DNB Working Papers

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Author(s)

Assessing the effective stance of monetary policy: A factor-based approach

Paper: 575, 09.11.2017

JEL: E43, E52

Evaluating the environmental impact of debit card payments

Paper: 574, 20.10.2017

JEL: E42, Q50

Modeling the business and financial cycle in a multivariate structural time series model

Paper: 573, 01.10.2017

JEL: C32, E32, G01

Contingent convertibles: Can the market handle them?

Paper: 572, 01.09.2017

JEL: G01, G21, G32

Using debit card payments data for nowcasting Dutch household consumption

Paper: 571, 01.09.2017

JEL: C53, E27

US monetary regimes and optimal monetary policy in the Euro Area

Paper: 570, 01.09.2017

JEL: C3, E52, F3, F41, F42

Herding behaviour of Dutch pension funds in sovereign bond investments

Paper: 569, 01.09.2017

JEL: G11, G15, G18, G23

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

Paper: 567, 01.09.2017

JEL: E43, E52, E58

Contingent convertibles: Can the market handle them?

Paper: 572, 01.09.2017

JEL: G01, G21, G32

Central bank swap lines and CIP deviations

Paper: 566, 01.08.2017

JEL: E52, E58, F31

The effects of fiscal policy at the effective lower bound

Paper: 565, 01.07.2017

JEL: E6, E62, E65

Payments data: do consumers want to keep them in a safe or turn them into gold?

Paper: 563, 01.07.2017

JEL: D12, D14

Is fiscal policy in the euro area Ricardian?

Paper: 562, 01.07.2017

JEL: E63, H62, H63

Does it pay to pay performance fees? Empirical evidence from Dutch pension funds

Paper: 561, 01.07.2017

JEL: G11, G12, G23

Bank profitability and risk-taking under low interest rates

Paper: 560, 01.07.2017

JEL: G21

The shift in bank credit allocation: new data and new findings

Paper: 559, 01.06.2017

JEL: E44, E51, G21

Cyclical patterns in risk indicators based on financial market infrastructure transaction data

Paper: 558, 01.06.2017

JEL: E42, E50, E58, E59

Risk indicators for financial market infrastructure: from high frequency transaction data to a traffic light signal

Paper: 557, 01.06.2017

JEL: E42, E50, E58, E59

Home biased expectations and macroeconomic imbalances in a monetary union

Paper: 556, 01.05.2017

JEL: E03, F44, F45

Pension fund's illiquid assets allocation under liquidity and capital constraints

Paper: 555, 01.04.2017

JEL: G11, G23

Pension funds carbon footprint and investment trade-offs

Paper: 554, 01.04.2017

JEL: G11, G23, H55, Q54, Q56

SenSR: A sentiment-based systemic risk indicator

Paper: 553, 01.04.2017

JEL: C58, G01, G17, G18

To stay or go? Consumer bank switching behaviour after government interventions

Paper: 550, 16.03.2017

JEL: D14, G21, G28

X-efficiency and economies of scale in pension fund administration and investment

Paper: 547, 16.03.2017

JEL: G23, L1

News consumption, political preferences, and accurate views on inflation

Paper: 549, 15.03.2017

JEL: D12, D83, D84, E31, E58

Quantitative easing and exuberance in government bond markets: Evidence from the ECB's expanded asset purchase program

Paper: 548, 15.03.2017

JEL: E52, G12, G15

Bank switching and deposit rates: Evidence for crisis and non-crisis years

Paper: 552, 01.03.2017

JEL: G21

Asymmetric consumption effects of transitory income shocks

Paper: 551, 01.03.2017

JEL: D12, D14, E21

Follow the money: Does the financial sector intermediate natural resource windfalls?

Paper: 545, 27.02.2017

Survey shortcuts? Evidence from a payment diary survey

Paper: 546, 23.02.2017

Fundamental uncertainty and unconventional monetary policy: an info-gap approach

Paper: 544, 23.02.2017

Survey shortcuts? Evidence from a payment diary survey

Paper: 546, 01.02.2017

JEL: C81, C93, D12

Contingent convertible bonds: Who invests in European CoCos?

Paper: 543, 01.02.2017

JEL: G11, G21, G23

Public capital in the 21st century: As productive as ever?

Paper: 542, 19.01.2017

JEL: E22, E62, H54

Hazardous tango: Sovereign-bank interdependencies across countries and time

Paper: 541, 28.12.2016

JEL: G01, G21, H63

Euro area imbalances

Paper: 540, 28.12.2016

JEL: E30, F45, O47

The politics of central bank independence

Paper: 539, 22.12.2016

JEL: E42, E52, E58

Will helicopter money be spent? New evidence

Paper: 538, 15.12.2016

JEL: D14, E52, E58

Trust in the central bank and inflation expectations

Paper: 537, 15.12.2016

JEL: D12, D81, E03, E40, E58

Sectoral allocation and macroeconomic imbalances in EMU

Paper: 536, 13.12.2016

JEL: F32, F34, F36, F45

Pension profile preferences: the influence of trust and expected expenses

Paper: 535, 29.11.2016

JEL: D14, D91, G20, J26

Aggregate liquidity and banking sector fragility

Paper: 534, 25.11.2016

JEL: E50, G01, G21, G28

International investment positions revisited: Investor heterogeneity and individual security characteristics

Paper: 531, 24.11.2016

JEL: F36, G11, G15, G20

Mining matters: Natural resource extraction and local business constraints

Paper: 533, 15.11.2016

JEL: L16, L25, L72, O12, O13, Q30

Payment behaviour: the role of socio-psychological factors

Paper: 532, 07.11.2016

JEL: D03, D11, D14, Z13

Finance and income inequality: A review and new evidence

Paper: 530, 07.11.2016

Does the Fed's unconventional monetary policy weaken the link between the financial and the real sector?

Paper: 529, 04.11.2016

JEL: D92, E22, G31

The formation of a core-periphery structure in heterogeneous financial networks

Paper: 528, 04.11.2016

JEL: D85, G21, L14

Financial globalization and foreign direct investment

Paper: 527, 04.11.2016

JEL: F23, F36, F43, O40

Bank profitability and risk taking in a prolonged environment of low interest rates: a study of interest rate risk in the banking book of Dutch banks

Paper: 526, 04.11.2016

JEL: D81, E43, G21

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004