prof. dr. Maarten van Oordt

Maarten’s main academic interests revolve around the areas of digital currencies and risk management. 

Digital Currency

Working Papers

• On Bubbles in Cryptocurrency Prices. [link]
  • Column with non-technical summary on voxeu.
• Crypto Exchange Tokens (with Rodney J. Garratt). [link]
• The Demand for Programmable Payments (with Charles M. Kahn). [link]
  • Best paper award at Tokenomics 2022; presented at the EFA 2023 and the AFA 2024.
  • Video of presentation at the CEPR-Bocconi conference on The Future of Payments and Digital Assets.

Publications

• The Crypto Multiplier (with Rodney J. Garratt). Journal of Corporate Finance (forthcoming). [link, video]
• Best Before? Central Bank Digital Currency and Loss Recovery (with Charles M. Kahn and Yu Zhu). Journal of Money, Credit and Banking (forthcoming). [link, voxeu, video]
• Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies (with Rodney J. Garratt). Management Science (2023). [link]
• Entrepreneurial Incentives and the Role of Initial Coin Offerings (with Rodney J. Garratt). Journal of Economic Dynamics & Control (2022). [link]
• Discussion of “Central Bank Digital Currency: Stability and Information.” Journal of Economic Dynamics & Control (2022). [link]
• The Emerging Autonomy-Stability Choice for Stablecoins. Book Chapter. Edward Elgar Publishing (2022). [link, wp]
• Privacy as a Public Good: A Case for Electronic Cash (with Rodney J. Garratt). Journal of Political Economy (2021). [link]
• On the Value of Virtual Currencies (with Wilko Bolt). Journal of Money, Credit and Banking (2020). [link, voxeu]

Risk Management

Publications

• Calibrating the Magnitude of the CCyB Using Market-Based Stress Tests. Journal of Money, Credit and Banking (2023). [link]
• On Agricultural Commodities’ Extreme Price Risk (with Philip A. Stork and Casper G. de Vries). Extremes (2021). [link]
• Estimating Systematic Risk under Extremely Adverse Market Conditions (with Chen Zhou). Journal of Financial Econometrics (2019). [link]
• Systemic Risk and Bank Business Models (with Chen Zhou). Journal of Applied Econometrics (2019). [link]
• Timing of Banks’ Loan Loss Provisioning during the Crisis (with Leo de Haan). Journal of Banking & Finance (2018). [link]
• Systemic Risk of European Banks: Regulators and Markets (with Chen Zhou). Book Chapter. Cambridge University Press (2018). [link, wp]
• Systematic Tail Risk (with Chen Zhou). Journal of Financial & Quantitative Analysis (2016). [link]
• Securitization and the Dark Side of Diversification. Journal of Financial Intermediation (2014). [link]
• The Simple Econometrics of Tail Dependence (with Chen Zhou). Economics Letters (2012). [link]
• Bank Profitability during Recessions (with Wilko Bolt, Marco Hoeberichts, Leo de Haan and Job Swank). Journal of Banking & Finance (2012). [link]

• New Developments in Risk Management (BSc-3)
• Blockchain and Digital Currencies (MSc)
• Thesis Supervision (MSc)

• CEPR Fintech and Digital Currencies Research Policy Network | Paris | Member | 2024-07-11 - present

Ancillary activities are updated daily