Maarten van Oordt
Biography
Maarten van Oordt joined the Finance Department of the Vrije Universiteit Amsterdam as an Associate Professor. Maarten’s main academic interests revolve around the areas of digital currencies and risk management. Before, Maarten worked as a Research Advisor at the Banking and Payments Department at the Bank of Canada to mentor a team of talented young research economists that advised the Bank on cryptocurrencies and central bank digital currency (CBDC). His research has been published in academic journals such as the Journal of Money, Credit and Banking, the Journal of Financial and Quantitative Analysis and the Journal of Political Economy.
Key publications
List of publications
Kahn, C., van Oordt, M. and Zhu, Y. (2024). Best Before? Expiring central bank digital currency and loss recovery Journal of Money, Credit and Banking, :.
Van Oordt, MaartenR.C. (2023). Calibrating the magnitude of the countercyclical capital buffer using market-based stress tests Journal of Money, Credit and Banking, 55(2-3):465--501.
Garratt, R. and van Oordt, M.R.C. (2022). Entrepreneurial incentives and the role of initial coin offerings Journal of Economic Dynamics and Control, 142:1--16.
van Oordt, MaartenR.C. (2022). Discussion of “Central bank digital currency: Stability and information” Journal of Economic Dynamics and Control, 142:1--4.
Garratt, R. and van Oordt, M.R.C. (2021). Privacy as a public good: A case for electronic cash Journal of Political Economy, 129(7):2157--2180.
Bolt, W. and van Oordt, M. (2020). On the value of virtual currencies Journal of Money, Credit and Banking, 52(4):835--862.
Van Oordt, M.R.C. and Zhou, C. (2019). Estimating systematic risk under extremely adverse market conditions Journal of Financial Econometrics, 17(3):432--461.
van Oordt, M. and Zhou, C. (2019). Systemic risk and bank business models Journal of Applied Econometrics, 34(3):365--384.
de Haan, L. and van Oordt, M.R.C. (2018). Timing of banks’ loan loss provisioning during the crisis Journal of Banking and Finance, 87:293--303.
Van Oordt, M.R.C. and Zhou, C. (2016). Systematic tail risk Journal of Financial and Quantitative Analysis, 52(2):685--705.
Van Oordt, M.R.C. (2014). Securitization and the dark side of diversification Journal of Financial Intermediation, 23(2):214--231.
Oordt, MaartenR.C.van and Zhou, C. (2012). The simple econometrics of tail dependence Economics Letters, 116(3):313--373.
Bolt, W., de Haan, L., Hoeberichts, M., van Oordt, M.R.C. and Swank, J. (2012). Bank profitability during recessions Journal of Banking and Finance, 36(9):2552--2564.