Research Output 1986 2019

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Discussion paper
345 Downloads (Pure)

Is More Finance Better? Disentangling Intermediation and Size Effects of Financial Systems

Beck, T. H. L., Degryse, H. A. & Kneer, E. C., 2012, Tilburg: Economics, 39 p. (CentER Discussion Paper; vol. 2012-060).

Research output: Working paperDiscussion paperOther research output

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Finance
Financial system
Intermediation
Financial sector
Real sector
27 Downloads (Pure)

Is More Finance Better? Disentangling Intermediation and Size Effects of Financial Systems

Beck, T. H. L., Degryse, H. A. & Kneer, E. C., 2012, Tilburg: EBC, 39 p. (EBC Discussion Paper; vol. 2012-016).

Research output: Working paperDiscussion paperOther research output

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Finance
Financial system
Intermediation
Financial sector
Real sector
69 Downloads (Pure)

Is the Financial Safety Net a Barrier to Cross-Border Banking?

Bertay, A. C., Demirgüc-Kunt, A. & Huizinga, H. P., 2011, Tilburg: EBC, 61 p. (EBC Discussion Paper; vol. 2011-037).

Research output: Working paperDiscussion paperOther research output

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Cross-border
Financial safety net
Banking
Liability
Costs
297 Downloads (Pure)

Is the Financial Safety Net a Barrier to Cross-Border Banking?

Bertay, A. C., Demirgüc-Kunt, A. & Huizinga, H. P., 2011, Tilburg: Economics, 61 p. (CentER Discussion Paper; vol. 2011-132).

Research output: Working paperDiscussion paperOther research output

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Cross-border
Financial safety net
Banking
Liability
Costs
239 Downloads (Pure)

Labor Income and the Demand for Long-term Bonds

Koijen, R. S. J., Nijman, T. E. & Werker, B. J. M., 2005, Tilburg: Finance, 66 p. (CentER Discussion Paper; vol. 2005-95).

Research output: Working paperDiscussion paperOther research output

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Inflation
Labor income
Investors
Time variation
Income risk
219 Downloads (Pure)

Learning about the Term Structure and Optimal Rules for Inflation Targeting

Tesfaselassie, M. F., Schaling, E. & Eijffinger, S. C. W., 2006, Tilburg: Macroeconomics, 38 p. (CentER Discussion Paper; vol. 2006-88).

Research output: Working paperDiscussion paperOther research output

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Inflation targeting
Term structure
Term structure of interest rates
Deviation
Central bank
531 Downloads (Pure)

Legal Institutions and Economic Development

Beck, T. H. L., 2010, Tilburg: Macroeconomics, 72 p. (CentER Discussion Paper; vol. 2010-94).

Research output: Working paperDiscussion paperOther research output

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economics
social conflict
Religion
efficiency
economy
238 Downloads (Pure)

Lending relationships and credit rationing: the impact of securitization

Carbo Valverde, S., Degryse, H. A. & Rodriguez-Fernandez, F., 2011, Tilburg: Finance, (CentER Discussion Paper; vol. 2011-128).

Research output: Working paperDiscussion paperOther research output

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Lending relationships
Securitization
Credit rationing
Mortgage-backed securities
Main bank
62 Downloads (Pure)

Lending Relationships and Credit Rationing: The Impact of Securitization

Carbo Valverde, S., Degryse, H. A. & Rodriguez-Fernandez, F., 2011, Tilburg: EBC, 34 p. (EBC Discussion Paper; vol. 2011-034).

Research output: Working paperDiscussion paperOther research output

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Lending relationships
Securitization
Credit rationing
Mortgage-backed securities
Main bank
534 Downloads (Pure)

Lending to Small Businesses: The Role of Loan Maturity in Adressing Information Problems

Ortiz-Molina, H. & Penas, M. F., 2004, Tilburg: Finance, 37 p. (CentER Discussion Paper; vol. 2004-99).

Research output: Working paperDiscussion paperOther research output

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Loans
Small business
Maturity
Lending
Information asymmetry
769 Downloads (Pure)

Leveraged Buyouts: A Survey of the Literature

Renneboog, L. & Vansteenkiste, C., 15 Mar 2017, Tilburg: CentER, Center for Economic Research, 86 p. (CentER Discussion Paper; vol. 2017-015).

Research output: Working paperDiscussion paperOther research output

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Stakeholders
Leveraged buyouts
Wealth transfer
Theoretical framework
Agency costs
948 Downloads (Pure)

Leveraged Buyouts in the U.K. and Continental Europe: Retrospect and Prospect

Wright, M., Renneboog, L. D. R., Simons, T. & Scholes, L., 2006, Tilburg: Finance, 34 p. (CentER Discussion Paper; vol. 2006-70).

Research output: Working paperDiscussion paperOther research output

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Leveraged Buyouts in the U.K. and Continental Europe: Retrospect and Prospect

Wright, M., Renneboog, L. D. R., Simons, T. & Scholes, L., 2006, Tilburg: TILEC, 34 p. (TILEC Discussion Paper; vol. 2006-022).

Research output: Working paperDiscussion paperOther research output

316 Downloads (Pure)

Leveraged Public to Private Transactions in the UK

Renneboog, L. D. R., Simons, T. & Wright, M., 2005, Tilburg: TILEC, 44 p. (TILEC Discussion Paper; vol. 2005-015).

Research output: Working paperDiscussion paperOther research output

File
377 Downloads (Pure)

Leveraged Public to Private Transactions in the UK

Renneboog, L. D. R., Simons, T. & Wright, M., 2005, Tilburg: Finance, 45 p. (CentER Discussion Paper; vol. 2005-60).

Research output: Working paperDiscussion paperOther research output

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Shareholders
Premium
Realignment
Shareholder wealth
Share prices
282 Downloads (Pure)

Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis

de Jong, F. C. J. M., Driessen, J. J. A. G. & Pelsser, A., 2000, Tilburg: Finance, 46 p. (CentER Discussion Paper; vol. 2000-35).

Research output: Working paperDiscussion paperOther research output

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Market model
Empirical analysis
Interest rate derivatives
Pricing
Swaps
60 Downloads (Pure)

Linear Factor Models and the Estimation of Expected Returns

Sarisoy, C., de Goeij, P. & Werker, B., Mar 2016, Tilburg: NETSPAR, 48 p. (Netspar Academic Paper; vol. DP 03/2016-020).

Research output: Working paperDiscussion paperOther research output

Open Access
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Assets
Expected returns
Factors
Risk premium
Generalized method of moments estimator
233 Downloads (Pure)

Liquidation Values, Risk and Capital Structure

Rosellon Cifuentes, M. A., 1999, Tilburg: Finance, 24 p. (CentER Discussion Paper; vol. 1999-32).

Research output: Working paperDiscussion paperOther research output

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Liquidation
Capital structure
Industry
Financial structure
Debt
230 Downloads (Pure)

Local Asymptotic Normality and Efficient Estimation for inar (P) Models

Drost, F. C., van den Akker, R. & Werker, B. J. M., 2006, Tilburg: Econometrics, 30 p. (CentER Discussion Paper; vol. 2006-45).

Research output: Working paperDiscussion paperOther research output

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Local Asymptotic Normality
Efficient Estimation
Integer
Non-negative
Efficient Estimator
467 Downloads (Pure)

Lock-In Agreements in Venture Capital Backed UK IPOs

Espenlaub, S., Goergen, M., Khurshed, A. & Renneboog, L. D. R., 2002, Tilburg: Finance, 70 p. (CentER Discussion Paper; vol. 2002-46).

Research output: Working paperDiscussion paperOther research output

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Venture capital
Lock-in
High-tech
Substitute
Proportion
300 Downloads (Pure)

Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk

Stevens, R. S. P., De Waegenaere, A. M. B. & Melenberg, B., 2011, Tilburg: Finance, (CentER Discussion Paper; vol. 2011-036).

Research output: Working paperDiscussion paperOther research output

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Hedge
Longevity risk
Life insurance
Investment risk
Financial risk
252 Downloads (Pure)

Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls

Charpentier, A. & Segers, J. J. J., 2006, Tilburg: Econometrics, 12 p. (CentER Discussion Paper; vol. 2006-29).

Research output: Working paperDiscussion paperOther research output

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Archimedean Copula
Tail Dependence
Copula
Continuously differentiable
Generator
37 Downloads (Pure)

Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments

Jiménez, G., Ongena, S., Peydro, J. L. & Saurina, J., 2012, Tilburg: EBC, 57 p. (EBC Discussion Paper; vol. 2012-011).

Research output: Working paperDiscussion paperOther research output

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Provisioning
Bank capital
Experiment
Credit supply
Buffer
311 Downloads (Pure)

Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments

Jiménez, G., Ongena, S., Peydro, J. L. & Saurina, J., 2012, Tilburg: Finance, 57 p. (CentER Discussion Paper; vol. 2012-036).

Research output: Working paperDiscussion paperOther research output

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Provisioning
Bank capital
Experiment
Credit supply
Buffer
247 Downloads (Pure)

Managers, Firms and (Secret) Social Networks: The Economics of Freemasonry

Braggion, F., 2008, Tilburg: Finance, 58 p. (CentER Discussion Paper; vol. 2008-36).

Research output: Working paperDiscussion paperOther research output

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Managers
Economics
Social networks
Company performance
Access to credit
220 Downloads (Pure)

Mandelbrot's Extremism

Beirlant, J., Schoutens, W. & Segers, J. J. J., 2004, Tilburg: Econometrics, 14 p. (CentER Discussion Paper; vol. 2004-125).

Research output: Working paperDiscussion paperOther research output

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modeling
loss
price
254 Downloads (Pure)

Market Efficiency and Price Formation When Dealers are Asymmetrically Informed

Calcagno, R. & Lovo, S. M., 2002, Tilburg: Finance, (CentER Discussion Paper; vol. 2002-42).

Research output: Working paperDiscussion paperOther research output

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Price formation
Market efficiency
Market makers
Market price
Dealers
263 Downloads (Pure)

Market Timing: A Decomposition of Mutual Fund Returns

Swinkels, L. A. P., van der Sluis, P. J. & Verbeek, M. J. C. M., 2003, Tilburg: Finance, 40 p. (CentER Discussion Paper; vol. 2003-95).

Research output: Working paperDiscussion paperOther research output

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Decomposition
Managers
Market timing
Mutual funds
Selectivity
221 Downloads (Pure)

Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution

Einmahl, J. H. J. & Segers, J. J. J., 2008, Tilburg: Econometrics, 35 p. (CentER Discussion Paper; vol. 2008-42).

Research output: Working paperDiscussion paperOther research output

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Empirical likelihood
Likelihood estimation
Extreme values
217 Downloads (Pure)

Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection: An Empirical Comparison

Polbennikov, S. Y. & Melenberg, B., 2005, Tilburg: Econometrics, 53 p. (CentER Discussion Paper; vol. 2005-100).

Research output: Working paperDiscussion paperOther research output

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Portfolio selection
Mean-variance
Equity
Coherent measures of risk
Optimal portfolio
3805 Downloads (Pure)

Mergers and Acquisitions in Europe

Martynova, M. & Renneboog, L. D. R., 2006, Tilburg: Finance, 79 p. (CentER Discussion Paper; vol. 2006-6).

Research output: Working paperDiscussion paperOther research output

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Mergers and acquisitions
Wealth effect
Share prices
Bid
Announcement effect
342 Downloads (Pure)

Mergers and Acquisitions in Europe

Martynova, M. & Renneboog, L. D. R., 2006, Tilburg: TILEC, 79 p. (TILEC Discussion Paper; vol. 2006-003).

Research output: Working paperDiscussion paperOther research output

File
233 Downloads (Pure)

Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News

Spierdijk, L., Nijman, T. E. & van Soest, A. H. O., 2002, Tilburg: Econometrics, 26 p. (CentER Discussion Paper; vol. 2002-69).

Research output: Working paperDiscussion paperOther research output

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News
Trade intensity
Comovement
Modeling
Probit
363 Downloads (Pure)

Model Risk and Regulatory Capital

Kerkhof, F. L. J., Melenberg, B. & Schumacher, J. M., 2002, Tilburg: Finance, 57 p. (CentER Discussion Paper; vol. 2002-27).

Research output: Working paperDiscussion paperOther research output

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Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment

Ioannidou, V., Ongena, S. & Peydro, J. L., 2009, Tilburg: EBC, 45 p. (EBC Discussion Paper; vol. 2009-04 S).

Research output: Working paperDiscussion paperOther research output

Federal funds rate
Natural experiment
Risk taking
Monetary policy
Pricing
1686 Downloads (Pure)

Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment

Ioannidou, V., Ongena, S. & Peydro, J. L., 2009, Tilburg: Finance, 45 p. (CentER Discussion Paper; vol. 2009-31 S).

Research output: Working paperDiscussion paperOther research output

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Federal funds rate
Natural experiment
Risk taking
Monetary policy
Pricing
35 Downloads (Pure)

Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk

Blommestein, H. J., Eijffinger, S. C. W. & Qian, Z., 2011, Tilburg: EBC, 58 p. (EBC Discussion Paper; vol. 2011-032).

Research output: Working paperDiscussion paperOther research output

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Entrepreneurs
Adverse selection
Central bank
Monetary policy rules
Financial risk
272 Downloads (Pure)

Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk

Blommestein, H. J., Eijffinger, S. C. W. & Qian, Z., 2011, Tilburg: Economics, 58 p. (CentER Discussion Paper; vol. 2011-121).

Research output: Working paperDiscussion paperOther research output

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Entrepreneurs
Adverse selection
Central bank
Monetary policy rules
Financial risk
423 Downloads (Pure)

Multivariate Option Pricing Using Dynamic Copula Models

van den Goorbergh, R. W. J., Genest, C. & Werker, B. J. M., 2003, Tilburg: Finance, 21 p. (CentER Discussion Paper; vol. 2003-122).

Research output: Working paperDiscussion paperOther research output

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Dynamic copula
Copula
Option pricing
Option prices
Assets
268 Downloads (Pure)

Mutual Fund Tournament: Risk Taking Incentives Induced by Ranking Objectives

Goriaev, A. P., Palomino, F. A. & Prat, A., 2000, Tilburg: Finance, 30 p. (CentER Discussion Paper; vol. 2000-94).

Research output: Working paperDiscussion paperOther research output

File
Ranking
Tournament
Incentives
Risk taking
Mutual funds
76 Downloads (Pure)

My Kingdom for a Horse (or a Classic Car)

Laurs, DK. & Renneboog, L., 11 Sep 2018, Tilburg: CentER, Center for Economic Research, 54 p. (CentER Discussion Paper; vol. 2018-037).

Research output: Working paperDiscussion paperOther research output

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Car
Equity
Hedonic pricing
Transaction costs
Emotion
239 Downloads (Pure)

Myopic Loss Aversion: Information Feedback vs. Investment Flexibility

Bellemare, C., Krause, M., Kroger, S. & Zhang, C., 2004, Tilburg: Econometrics, 11 p. (CentER Discussion Paper; vol. 2004-32).

Research output: Working paperDiscussion paperOther research output

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Myopic loss aversion
Investment behavior
Investors
383 Downloads (Pure)

New Evidence on Price and Volatility Effects of Stock Option Introductions

Kabir, M. R., 1997, Tilburg: Finance, 24 p. (CentER Discussion Paper; vol. 1997-37).

Research output: Working paperDiscussion paperOther research output

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Stock options
Call option
Put option
Derivatives
Option trading
231 Downloads (Pure)

Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring

Vazquez-Alvarez, R., Melenberg, B. & van Soest, A. H. O., 2001, Tilburg: Econometrics, 40 p. (CentER Discussion Paper; vol. 2001-67).

Research output: Working paperDiscussion paperOther research output

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Anchoring
Item nonresponse
Nonparametric bounds
Non-response
Household survey
288 Downloads (Pure)

Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse

Vazquez-Alvarez, R., Melenberg, B. & van Soest, A. H. O., 1999, Tilburg: Econometrics, 30 p. (CentER Discussion Paper; vol. 1999-33).

Research output: Working paperDiscussion paperOther research output

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Item Nonresponse
Income Distribution
Selection Model
Estimate
Non-response
274 Downloads (Pure)

Non-Parametric Inference for Bivariate Extreme-Value Copulas

Segers, J. J. J., 2004, Tilburg: Econometrics, 26 p. (CentER Discussion Paper; vol. 2004-91).

Research output: Working paperDiscussion paperOther research output

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Nonparametric Inference
Extreme Values
Copula
Estimator
Dependence Function
220 Downloads (Pure)

Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design

Vazquez-Alvarez, R., Melenberg, B. & van Soest, A. H. O., 1999, Tilburg: Econometrics, 31 p. (CentER Discussion Paper; vol. 1999-115).

Research output: Working paperDiscussion paperOther research output

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Anchoring effect
Modeling
Item nonresponse
Non-response
Economic variables
227 Downloads (Pure)

Note on Integer-Valued Bilinear Time Series Models

Drost, F. C., van den Akker, R. & Werker, B. J. M., 2007, Tilburg: Econometrics, 7 p. (CentER Discussion Paper; vol. 2007-47).

Research output: Working paperDiscussion paperOther research output

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Bilinear Model
Time Series Models
Integer
Moment Conditions
Stationary Solutions
332 Downloads (Pure)

Observational Equivalence of Discrete String Models and Market Models

Kerkhof, F. L. J. & Pelsser, A., 2002, Tilburg: Finance, 10 p. (CentER Discussion Paper; vol. 2002-28).

Research output: Working paperDiscussion paperOther research output

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Market model
Observational equivalence
Discrete model
Factors
LIBOR market model

Of Religion and Redemption: Evidence from Default on Islamic Loans (Replaced by EBC DP 2012-008)

Baele, L., Farooq, M. & Ongena, S., 2010, Tilburg: EBC, 46 p. (EBC Discussion Paper; vol. 2010-32).

Research output: Working paperDiscussion paperOther research output

Loans
Hazard rate
Duration models
Pakistan
Fixed effects