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Bart Keijsers

Personal Details

First Name:Bart
Middle Name:
Last Name:Keijsers
Suffix:
RePEc Short-ID:pke288
[This author has chosen not to make the email address public]
https://www.bartkeijsers.com/

Affiliation

(50%) Tinbergen Instituut

Amsterdam, Netherlands
http://www.tinbergen.nl/
RePEc:edi:tinbenl (more details at EDIRC)

(50%) Amsterdam School of Economics
Faculteit Economie en Bedrijfskunde
Universiteit van Amsterdam

Amsterdam, Netherlands
http://feb.uva.nl/asehome/
RePEc:edi:asuvanl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bart Keijsers & Dick van Dijk, 2022. "Does economic uncertainty predict real activity in real-time?," Tinbergen Institute Discussion Papers 22-069/III, Tinbergen Institute, revised 01 Mar 2023.
  2. Bart Keijsers & Bart Diris & Erik Kole, 2015. "Cyclicality in Losses on Bank Loans," Tinbergen Institute Discussion Papers 15-050/III, Tinbergen Institute, revised 01 Sep 2017.

Articles

  1. Bart Keijsers & Bart Diris & Erik Kole, 2018. "Cyclicality in losses on bank loans," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(4), pages 533-552, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bart Keijsers & Bart Diris & Erik Kole, 2015. "Cyclicality in Losses on Bank Loans," Tinbergen Institute Discussion Papers 15-050/III, Tinbergen Institute, revised 01 Sep 2017.

    Cited by:

    1. Kashif Abbass & Abdul Aziz Khan Niazi & Abdul Basit & Tehmina Fiaz Qazi & Huaming Song & Halima Begum, 2021. "Uncovering Effects of Hot Potatoes in Banking System: Arresting Die-Hard Issues," SAGE Open, , vol. 11(4), pages 21582440211, December.
    2. Jean-David Fermanian, 2020. "On the Dependence between Default Risk and Recovery Rates in Structural Models," Annals of Economics and Statistics, GENES, issue 140, pages 45-82.
    3. Aleksey Min & Matthias Scherer & Amelie Schischke & Rudi Zagst, 2020. "Modeling Recovery Rates of Small- and Medium-Sized Entities in the US," Mathematics, MDPI, vol. 8(11), pages 1-18, October.
    4. Betz, Jennifer & Kellner, Ralf & Rösch, Daniel, 2018. "Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation," European Journal of Operational Research, Elsevier, vol. 271(3), pages 1113-1144.

Articles

  1. Bart Keijsers & Bart Diris & Erik Kole, 2018. "Cyclicality in losses on bank loans," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(4), pages 533-552, June.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (1) 2015-05-16. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2015-05-16. Author is listed
  3. NEP-FDG: Financial Development and Growth (1) 2022-10-17. Author is listed
  4. NEP-RMG: Risk Management (1) 2015-05-16. Author is listed

Corrections

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