Skip to main content
SpringerLink
Log in

Net foreign assets of Dutch commercial banks, 1984–1990

  • Published:
De Economist Aims and scope Submit manuscript

Summary

In many econometric models it is assumed that the amount of net foreign assets of the commercial banks is determined by the commercial banks themselves. In this article we show that it is more likely that net foreign assets are determined by the transactions of the private sector.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Brainard, W.C. and J. Tobin, ‘Pitfalls in Financial Model Building,’American Economic Review, 58 (1968), pp. 99–122.

    Google Scholar 

  • Butter, F.A.G. den, M.M.G. Fase and A.P. Huijser, ‘Het netto buitenlands actief van de handelsbanken,’Maandschrift Economie, 43 (1979), pp. 161–190.

    Google Scholar 

  • C.B.S.,Negentig jaren statistiek in tijdreeksen, 1899–1989, Den Haag, 1989.

  • C.P.B.,The Central Planning Bureau Monetary Model of the Dutch Economy: A New Monetary Submodel for Freia-Kompas, C.P.B. Monografie no. 29, Den Haag, 1987.

  • De Nederlandsche Bank, Jaarverslag (Annual Report), various issues.

  • De Nederlandsche Bank,Kwartaalbericht (Quarterly Report), various issues.

  • Fase, M.M.G., P. Kramer and W.C. Boeschoten,Morkmon II, het DNB kwartaalmodel voor Nederland, DNB Monetaire Monografieen nr. 11, Amsterdam, 1990.

  • Frenkel, J.A. and R.M. Levich, ‘Covered Interest Arbitrage in the 1970s,’Economics Letters, 8 (1981), pp. 267–274.

    Google Scholar 

  • Haan, J. de, D. Pilat and D. Zelhorst, ‘On the Relationship between German and Dutch Interest Rates,’De Economist, 139 (1991), pp. 550–565.

    Google Scholar 

  • I.M.F., ‘Determinants and Systematic Consequences of International Capital Flows,’Occasional Paper 77, Washington D.C., 1991.

  • Kuipers, S.K., B.W.A. Jongbloed, G.H. Kuper and E. Sterken,Cesam, het CCSO jaarmodel van de Nederlandse Economie, Groningen, 1988.

  • Kuipers, S.K. and E. Sterken, ‘Het Nederlandse monetaire beleid in de jaren ′80; een portefeuillebenadering,’ in:Preadviezen NIBE-Jaardag 1990, Amsterdam, 1990.

  • Lindeboom, P.,Geldmarkt en banken in Nederland, NIBE Publikatiereeks nr. 44, Amsterdam/ Deventer, 1985.

  • Lub, B.G. and J. de Haan, ‘De onderhandse kapitaalmarkt in Nederland,’Economisch-Statistische Berichten, 75 (1990), pp. 405–408.

    Google Scholar 

  • Morkmon, een kwartaalmodel voor macro-economische beleidsanalyse, Monetaire Monografieën nr. 2, De Nederlandsche Bank, 1984.

  • Sterken, E.,Dufis, An Econometric Model of the Dutch Financial System, Groningen, 1990.

  • Taylor, M.P., ‘Covered Interest Parity: A High-frequency, High-quality Data Study,’ Economica, 52 (1987), pp. 429–438.

    Google Scholar 

  • Woodward, R.S., ‘Interest Rate Arbitrage Using the Forward and Futures Markets, 1977–1985,’Applied Economics, 19 (1987), pp. 1329–1335.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Economics, P.O. Box 800, 9700 AV, Groningen, The Netherlands

    Bas B. Bakker

Authors
  1. Bas B. Bakker
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

The author thanks Jakob de Haan, Flip de Kam, Simon Kuipers, Elmer Sterken, Cees Sterks, Dick Zelhorst and an anonvmous referee for their valuable comments on an earlier version.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Bakker, B.B. Net foreign assets of Dutch commercial banks, 1984–1990. De Economist 141, 432–441 (1993). https://doi.org/10.1007/BF01717409

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01717409

Keywords

Search

Navigation