Chulia-Soler, H., Martens, M. and van Dijk, D. (2010). Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations Journal of Banking and Finance, 34(4):834--839.
624 key alumni publications
filtered by:
-
-
van den Berg, G.J., Deeg, D., Lindeboom, M. and Portrait, F. (2010). The role of early-life conditions in the cognitive decline due to adverse events later in life Economic Journal, 120(548):F411--F428. -
Brueckner, J. and Verhoef, E. (2010). Manipulable congestion tolls Journal of Urban Economics, 67(3):315--321.
-
Koopman, S., Mallee, M. and van der Wel, M. (2010). Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters Journal of Business and Economic Statistics, 28(3):329--343. -
Gautier, P., Svarer, M. and Teulings, C. (2010). Marriage and the City: Search frictions and sorting of singles Journal of Urban Economics, 67(2):206--218.
-
Gautier, P., van Vuuren, A.P. and Teulings, C. (2010). On the job search mismatch and efficiency Review of Economic Studies, 77(1):245--272. -
Janssen, M.(. and Karamychev, V. (2010). Do Auctions Select Efficient Firms? Economic Journal, 120(549):1319--1344. -
Leuven, E., Oosterbeek, H. and van der Klaauw, B. (2010). The effect of financial rewards on students' achievement: evidence from a randomized experiment Journal of the European Economic Association, 8(6):1243--1265. -
Koopman, S. (2010). Discussion of `Particle Markov chain Monte Carlo methods – C. Andrieu, A. Doucet and R. Holenstein’ [Review of: Particle Markov chain Monte Carlo methods] Journal of the Royal Statistical Society. Series B. Statistical Methodology, 72:269--342.
-
Boswijk, H., Franses, P. and van Dijk, D. (2010). Cointegration in a historical perspective Journal of Econometrics, 158(1):156--159. -
Jacobs, B. (2010). Comment: Corporate Tax Harmonization in the EU Economic Policy, 25(63):578--580. -
Jacobs, B. (2010). Comment: The Governance and Performance of Universities: Evidence from Europe and the US Economic Policy, 25(61):47--49. -
van Ommeren, J.N. and Fosgerau, M. (2009). Workers' marginal costs of commuting Journal of Urban Economics, 65:38--47.
-
Markwat, T.(., Kole, E. and van Dijk, D. (2009). Contagion as a domino effect in global stock markets Journal of Banking and Finance, 33(11):1996--2012.
-
Lindeboom, M. and Kerkhofs, M. (2009). Health and Work of the Elderly: Subtective Health Measures, Reportnig errors and Endogeneity in the Relationship between Health and Work r Journal of Applied Econometrics, 24:1024--1046. -
Francesco Lippi (2009). Financial innovation and the transactions demand for cash Econometrica.
-
Swank, O. and Dominguez Martinez, S. (2009). A Simple Model of Self-Assessment Economic Journal, 119(539):1225--1241. -
Frank Windmeijer (2009). Generalized method of moments with many weak moment conditions Econometrica.
-
Swank, J., Swank, O. and Visser, B. (2009). How committees of experts interact with the outside world: Some theory, and evidence from the FOMC Journal of the European Economic Association, 6:478--486. -
Gillet, J., Schram, A. and Sonnemans, J. (2009). The tragedy of the commons revisited: the Importance of group decision-making Journal of Public Economics, 93(5-6):785--797.