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Measuring financial stability : applying the MfRisk model to the Netherlands

End, Jan-Willem van den; Tabbae, Mostafa - 2005

Persistent link: https://www.econbiz.de/10002850230

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

End, Jan-Willem van den; Tabbae, Mostafa - In: Journal of financial stability 8 (2012) 2, pp. 107-120

Persistent link: https://www.econbiz.de/10009655661

When liquidity risk becomes a macro-prudential issue : empirical evidence of bank behaviour

End, Jan-Willem van den; Tabbae, Mostafa - 2009

Persistent link: https://www.econbiz.de/10003912742

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

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

End, Jan-Willem van den - 2010

Persistent link: https://www.econbiz.de/10008758061

Statistical evidence on the mean reversion of interest rates

End, Jan-Willem van den - 2011

Persistent link: https://www.econbiz.de/10008903823

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

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

Do stock prices affect house prices? : Evidence for the Netherlands

Kakes, Jan; End, Jan-Willem van den - In: Applied economics letters 11 (2004) 12, pp. 741-744

Persistent link: https://www.econbiz.de/10002244438

Banks' responses to funding liquidity shocks : lending adjustment, liquidity hoarding and fire sales

Haan, Leo de; End, Jan-Willem van den - 2011

Persistent link: https://www.econbiz.de/10009011409