How to measure the unsecured money market: the Eurosystem's implementation and validation using TARGET2 data L Arciero, R Heijmans, R Heuver, M Masserenti, C Picillo, F Vacirca International Journal of Central Banking, 247-280, 2016 | 107 | 2016 |
Network dynamics of TOP payments M Pröpper, I Van Lelyveld, R Heijmans Diagnostics for the financial markets–computational studies of payment system, 2012 | 95* | 2012 |
Monitoring the unsecured interbank money market using TARGET2 data R Heijmans, R Heuver, D Walraven De Nederlandsche Bank Working Paper, 2010 | 48 | 2010 |
Is this bank ill? The diagnosis of doctor TARGET2 R Heijmans, R Heuver Journal of Financial Market Infrastructures 2 (3), 3-36, 2014 | 38 | 2014 |
Detection and explanation of anomalies in real-time gross settlement systems by lossy data compression R Triepels, H Daniels, R Heijmans Proceedings of the 19th International Conference on Enterprise Information …, 2018 | 25* | 2018 |
Dynamic visualization of large transaction networks: the daily Dutch overnight money market R Heijmans, R Heuver, C Levallois, I van Lelyveld De Nederlandsche Bank Working Paper, 2014 | 19* | 2014 |
Disruptions in large-value payment systems: An experimental approach K Abbink, R Bosman, R Heijmans, F Van Winden 51st issue (December 2017) of the International Journal of Central Banking, 2018 | 18* | 2018 |
Simulations in the Dutch interbank payment system: A sensitivity analysis R Heijmans Simulation analyses and stress testing of payment networks, 2007-2008, 2009 | 15 | 2009 |
Near-real-time monitoring in real-time gross settlement systems: a traffic light approach R Berndsen, R Heijmans Journal of Risk 22 (3), 39-64, 2020 | 14* | 2020 |
Shallow or deep? Training an autoencoder to detect anomalous flows in a retail payment system L Sabetti, R Heijmans Latin American Journal of Central Banking 2 (2), 100031, 2021 | 10* | 2021 |
Cyclical patterns in risk indicators based on financial market infrastructure transaction data M Timmermans, R Heijmans, H Daniels Quantitative Finance and Economics 2 (3), 615-636, 2018 | 10 | 2018 |
Preparing simulations in large value payment systems using historical data R Heijmans, R Heuver Simulation in Computational Finance and Economics: Tools and Emerging …, 2013 | 8 | 2013 |
Determinants of the rate of the Dutch unsecured overnight money market R Heijmans, L Hernández, R Heuver De Nederlandsche Bank Working Paper, 2013 | 7 | 2013 |
How to monitor the exit from the Eurosystem's unconventional monetary policy: Is EONIA dead and gone? R Heijmans, R Heuver, Z Gorgi De Nederlandsche Bank Working Paper, 2016 | 6 | 2016 |
Is there anybody out there? Detecting operational outages from LVTS transaction data N Arjani, R Heijmans Journal of Financial Market Infrastructures 6 (4), 23-41, 2020 | 5* | 2020 |
Measuring the Impact of a Failing Participant in Payment Systems R Heijmans, MF Wendt International Monetary Fund, 2020 | 5 | 2020 |
How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canada’s large-value payment system S Byck, R Heijmans Journal of Financial Market Infrastructures 9 (3), 2020 | 5 | 2020 |
Central bank intervention in large value payment systems: An experimental approach P Heemeijer, R Heijmans Journal of Financial Market Infrastructures 3 (3), 17-49, 2015 | 5 | 2015 |
Granularity, a blessing in disguise: Transaction cycles within real-time gross settlement systems T van Ark, R Heijmans Journal of Financial Market Infrastructures 5 (2), 29-52, 2016 | 4 | 2016 |
Direct Participants’ Behavior Through the Lens of Transactional Analysis: The Case of SPEI® B Alexandrova-Kabadjova, A Serguieva, R Heijmans, L Garcia-Ochoa Proceedings of the International Conference on Social Modeling and …, 2015 | 4* | 2015 |