1

Systematic Tail Risk

van Oordt, Maarten R. C., Zhou, Chen
Journal:
Journal of Financial and Quantitative Analysis
Year:
2016
Language:
english
File:
PDF, 233 KB
english, 2016
2

Bank profitability during recessions

Wilko Bolt, Leo de Haan, Marco Hoeberichts, Maarten R.C. van Oordt, Job Swank
Journal:
Journal of Banking & Finance
Year:
2012
Language:
english
File:
PDF, 526 KB
english, 2012
3

Systemic Risk and Bank Business Models

van Oordt, Maarten R.C., Zhou, Chen
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 1.21 MB
english, 2014
6

Timing of Banks' Loan Loss Provisioning During the Crisis

de Haan, Leo, van Oordt, Maarten R.C.
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 722 KB
english, 2016
7

The simple econometrics of tail dependence

Maarten R.C. van Oordt, Chen Zhou
Journal:
Economics Letters
Year:
2012
Language:
english
File:
PDF, 188 KB
english, 2012
8

On the Value of Virtual Currencies

Bolt, Wilko, van Oordt, Maarten R.C.
Journal:
SSRN Electronic Journal
Year:
2016
File:
PDF, 500 KB
2016
9

The Simple Econometrics of Tail Dependence

van Oordt, Maarten R.C., Zhou, Chen
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 816 KB
english, 2011
10

Estimating Systematic Risk under Extremely Adverse Market Conditions*

van Oordt, Maarten R C, Zhou, Chen
Journal:
Journal of Financial Econometrics
Year:
2017
Language:
english
File:
PDF, 510 KB
english, 2017
11

Securitization and the Dark Side of Diversification

van Oordt, Maarten R.C.
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 974 KB
english, 2012
12

Systematic Tail Risk

van Oordt, Maarten R.C., Zhou, Chen
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 892 KB
english, 2013
13

Systemic Risk and Bank Business Model

van Oordt, Maarten R.C., Zhou, Chen
Journal:
Journal of Applied Econometrics
Year:
2018
Language:
english
File:
PDF, 775 KB
english, 2018
14

On the Value of Virtual Currencies

BOLT, WILKO, VAN OORDT, MAARTEN R.C.
Journal:
Journal of Money, Credit and Banking
Year:
2019
Language:
english
File:
PDF, 444 KB
english, 2019
15

Bank Profitability During Recessions

Bolt, Wilko, de Haan, Leo, Hoeberichts, Marco M., van Oordt, Maarten R.C., Swank, Job
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 912 KB
english, 2010
16

Securitization and the dark side of diversification

van Oordt, Maarten R.C.
Journal:
Journal of Financial Intermediation
Year:
2014
Language:
english
File:
PDF, 570 KB
english, 2014