JOURNAL PUBLICATIONS

Bad Times, Good Credit, with Bo Becker and Marieke Bos, Journal of Money, Credit and Banking, 52 (1), Oct. 2020,  pp.107-142,  link to JMCB (open access) 

Collateral Damaged? Priority Structure, Credit Supply, and Firm Performance, with Geraldo Cerqueiro and Steven Ongena, forthcoming in: Journal of Financial Intermediation, 2019.   Link to latest version of paper  

"Credit Ratings and Bank Monitoring Ability", with Leonard Nakamura, Journal of Financial Intermediation, Vol. 36, October 2018, pp.  58-73. [Link to latest version] [Link to journal version]

"Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment", with Geraldo Cerqueiro and Steven Ongena, Journal of Finance, 71 (3), June 2016, pp. 1295–1322 [Last working paper version]

"Causality between Financial and Economic Development": Time Series Evidence on Causality, with Oana Peia, Journal of Financial Stability, August 2015, pp. 105-118 link to paper last working paper version

"Financial stability and Central Bank Governance", with Michael Koetter and Giancarlo Spagnolo, International Journal of Central Banking (December 2014)

"Firm Default and Aggregate Fluctuations", with Tor Jacobson and Jesper Lindé, Journal of the European Economic Association, vol 11, (4), 2013, pages 945–972. [Link to published version][Link to working paper version]

"Corporate Credit Risk Modelling and the Macroeconomy", Journal of Banking and Finance (March 2007), Vol. 31 (3), pp. 845-868, (with Kenneth Carling, Tor Jacobson and Jesper Lindé).

"Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks' Risk Classification Policies", Journal of Banking and Finance (July 2006), Vol. 30 (7), pp. 1899-1926. (with Tor Jacobson and Jesper Lindé).

"Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?", Journal of Financial Services Research, Volume 28, Numbers 1 - 3, (October 2005), Pages: 43 -75. (with Tor Jacobson and Jesper Lindé).

"Exploring Relationships between Firms' Balance Sheets and the Macro Economy", Journal of Financial Stability, Volume 1, Issue 3, (April 2005), Pages 308-341. (with Tor Jacobson and Jesper Lindé).

"Bank lending policy, credit scoring and the survival of loans", The Review of Economics and Statistics, November 2004, 86(4): 946-958.

"Bank lending policy, credit scoring, and value at risk" (with Tor Jacobson), Journal of Banking and Finance, 27 (4), 2003, 615-633.

"Dormancy risk and expected profits of consumer loans" (with Kenneth Carling and Tor Jacobson), Journal of Banking and Finance 25 (4), 2001, 717-739.

OTHER PUBLICATIONS

"National Supervision on the Financial Sector Important for the Transmission of Monetary Policy", chapter in  "2023 Pre-advice Dutch Economics Association", with Daniel te Kaat, (In Dutch), link to e-book

"Housing Markets in Scandinavia: Supply, Demand and Regulation", with Kjersti Næss Torstensen, chapter 11 in: Nijskens, R., M. Lohuis, P. Hilbers and W. Heeringa, Hot Property, Springer Publishers (2019) link to chapter link to e-book

"The Banking Union from an Outside Perspective", in: Allen, Carletti and Gray (eds), The New Financial Architecture in the Eurozone, European University Institute (2015). Link to e-book

"Online Intermediation and the Terms of Consumer Credit", with Gustav Alfelt and Marieke Bos, Sveriges Riksbank Economic Review, 2014:1, Link to paper

 "The IRB approach in the Basel Committeés proposal for new capital requirements regulation: simulation based illustrations" (with Jesper Lindé and Tor Jacobson), Sveriges Riksbank Economic Review (4), 2002, 35-72.

"Evaluating bank lending policy and consumer credit risk" (with Tor Jacobson), in Y.S. Abu-Mostafa, B. Lebaron, A.W. Lo, and A.S. Weigend (eds.), Computational Finance, MIT Press, 1999.

"Evaluating bank lending policy and consumer credit risk", in Y.S. Abu-Mostafa, B. Lebaron, A.W. Lo, and A.S. Weigend (eds.), Computational Finance, MIT Press, 1999

FINAL WORKING PAPERS

"Governing the Governors: A Clinical Study of Central Banks", with Lars Frisell and Giancarlo Spagnolo, (2008). CEPR Discussion Paper No. DP6888  Coverage in Financial Times