TheEconomists
202-452-2903
skander.j.vandenheuvel@frb.gov
skander.j.vandenheuvel@frb.gov
Education
- Ph.D., Economics, Yale University, 2001
- M.Phil., Economics, Yale University, 1997
- B.A., Economics, University of Groningen, 1994
Current Research Topics
- Bank Capital, Interest Rate Risk for Banks,
- Temporal Risk Aversion and Long Run Risk
Fields of Interest
Professional Experience
Chief; Senior Economist; Economist
Board of Governors of the Federal Reserve System
- 2008 - present
Assistant Professor
Finance Department, Wharton School, University of Pennsylvania
- 2001 - 2008
Publications
- Ramcharan, Rodney, Skander J. Van den Heuvel, and Stephane Verani (2013). "From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply," Finance and Economics Discussion Papers 2013-10. Board of Governors of the Federal Reserve System (U.S.).
- English, William B., Skander J. Van den Heuvel, and Egon Zakrajsek (2012). "Interest Rate Risk and Bank Equity Valuations," Finance and Economics Discussion Series 2012-26. Board of Governors of the Federal Reserve System (U.S.).
- Van den Heuvel, Skander J. (2012). "Banking Conditions and the Effects of Monetary Policy: Evidence from U.S. States," B.E. Journal of Macroeconomics: Advances, vol. 12, no. 2, .
- Dokko, Jane, Brian M. Doyle, Michael T. Kiley, Jinill Kim, Shane Sherlund, Jae Sim, and Skander J. Van den Heuvel (2011). "Monetary Policy and the Global Housing Bubble," Economic Policy, vol. 26, no. 66, pp. 233-283.
- Van den Heuvel, Skander J. (2009). "Comment on 'Financial Regulation and Securitization: Evidence from Subprime Loans,' by Benjamin Keys, Tanmoy Mukherjee, Amit Seru, and Vikrant Vig," Journal of Monetary Economics, vol. 56, no. 5, pp. 721-724.
- Dokko, Jane, Brian Doyle, Michael T. Kiley, Jinill Kim, Shane Sherlund, Jae Sim, and Skander Van den Heuvel (2009). "Monetary Policy and the Housing Bubble," Finance and Economics Discussion Series 2009-49. Board of Governors of the Federal Reserve System (U.S.).
- Van den Heuvel, Skander J. (2008). "The Welfare Cost of Bank Capital Requirements," Journal of Monetary Economics, vol. 55, no. 2, pp. 298-320.
- Van den Heuvel, Skander J. (2008). "Temporal Risk Aversion and Asset Prices," Finance and Economics Discussion Series 2008-37. Board of Governors of the Federal Reserve System (U.S.).
- Van den Heuvel, Skander J. (2002). "Does Bank Capital Matter for Monetary Transmission?" Federal Reserve Bank of New York Economic Policy Review, vol. 8, no. 1, pp. 259-265.
- Lane, Timothy, and Skander Van Den Heuvel (1998). "The United Kingdom's Experience with Inflation Targeting," IMF Working Papers 98/87. International Monetary Fund.
Presentations
discussion
January 2013
American Economic Association
Global Banks and Financial Shocks: Evidence from an Estimated Model
seminar
August 2012
Georgetown University
Interest Rate Risk and Bank Equity Valuations
conference
July 2012
NBER Risks of Financial Institutions
From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply
discussion
November 2011
Liquidity Regulation Workshop, Federal Reserve Board and Federal Reserve Bank of New York
"The Macroeconomic Impact of Adding Liquidity Regulations to Bank Capital Regulations" by Covas and Driscoll
conference
October 2011
Federal Reserve System Conference
Banking Conditions and the Effects of Monetary Policy: Evidence from U.S. States
discussion
October 2011
The 2nd Boston University/Boston Fed Conference on Macro-Finance Linkages
"Do Low Interest Rates Sow the Seeds of Financial Crises?" by Cociuba, Shukayev and Ueberfeldt
seminar
June 2011
International Monetary Fund
Interest Rate Risk and Bank Equity Valuations
conference
March 2011
Conference on Empirical Macroeconomics Using Geographical Data
Banking Conditions and the Effects of Monetary Policy: Evidence from U.S. States
conference
January 2011
American Economic Association, ASSA Meetings
The Welfare Cost of Liquidity Requirements
conference
January 2011
Federal Reserve Day Ahead Financial Markets & Institutions Conference
Interest Rate Risk and Bank Equity Valuations
discussion
October 2010
Financial Management Association
"Interest Rates and the Cross-Section of Stock Returns" by Lioui and Maio
conference
August 2010
European Finance Association
Temporal Risk Aversion and Long Run Risks
discussion
August 2010
European Finance Association
"What is the Shape of the Risk-Return Relation?" by Rossi and Timmermann
discussion
November 2009
Federal Reserve System Conference on Financial Structure and Regulation
"CoVaR" by Adrian and Brunnermeier
discussion
October 2009
NBER Workshop on Methods and Applications for DSGE Models
"Banks, Credit Market Frictions and Business Cycles" by Ali Dib
discussion
October 2009
Conference on Models and Policies for Economies with Credit and Financial Instability
"The Role of Bank Capital in the Propagation of Shocks" by Meh and Moran
conference
May 2009
Financial Intermediation Research Society annual conference
Temporal Risk Aversion and Asset Prices
conference
January 2009
American Finance Association, ASSA Meetings
Temporal Risk Aversion and Asset Prices
Other Activities
Conference Organization
September 2011 Federal Reserve Board
FRB-JMCB Conference on Regulation of Systemic Risk
Referee
- American Economic Review
- Economic Journal
- European Economic Review
- Finance Research Letters
- International Economic Review
- Journal of Business
- Journal of Economic Dynamics and Control
- Journal of Economic Theory
- Journal of the European Economic Association
- Journal of Financial Intermediation
- Journal of Financial Stability
- Journal of Financial Services Research
- Journal of International Money and Finance
- Journal of Monetary Economics
- Journal of Money, Credit, and Banking
- Journal of Political Economy
- National Science Foundation
- Review of Economics and Statistics
- Review of Finance
- Review of Financial Studies
- Wharton School Publishing
Professional Affiliation
- Wharton Financial Institutions Center
Last update:
March 13, 2013
