35 Key Publications

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  Koopman, S., Lucas, A. and Schwaab, B. (2012). Dynamic Factor Models With Macro, Frailty and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business and Economic Statistics, 30(4):521--532.

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  Bruegemann, B. (2012). Does Employment Protection Create Its Own Political Support? Journal of the European Economic Association, 10(2):369--416.
• Duca, E.(., Dutordoir, M.(., Veld, C. and Verwijmeren, P. (2012). Why are convertible bond announcements associated with increasingly negative abnormal stock returns? An arbitrage-based explanation Journal of Banking and Finance, 36(11):2884--2899.

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  van Ommeren, J.N. and Wentink, D. (2012). The (hidden) costs of employer parking policies International Economic Review, 53(3):965--978.
• Estevez Fernandez, M.A. (2012). New Characterizations for Largeness of the Core Games and Economic Behavior, 76(1):160--180.

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  Fok, D., Paap, R. and van Dijk, A. (2010). A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities Journal of Applied Econometrics, 27(5):831--846.

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  Geweke, J., Koop, G. and Paap, R. (2012). Editorial Introduction for the Annals Issue of the Journal of Econometrics on Bayesian Models, Methods and Applications Journal of Econometrics, 171(2):99--100.

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  Grundy, B., Lim, B. and Verwijmeren, P. (2012). Do option markets undo restrictions on short sales: evidence from the 2008 short sale ban Journal of Financial Economics, 106(2):331--348.

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  Jacobs, B. and Schindler, D. (2012). On the desirability of taxing capital income in optimal social insurance Journal of Public Economics, 96(9-10):853--868.

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  Markiewicz, A. (2012). Model Uncertainty and Exchange Rate Volatility International Economic Review, 53(3):815--843.
• Santos, A., Nogales, F., Ruiz, E. and van Dijk, D. (2012). Optimal portfolios with minimum capital requirements Journal of Banking and Finance, 36(7):1928--1942.

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  Stoop, J., Noussair, C.(. and van Soest, D. (2012). From the lab to the field: Cooperation among fishermen The Journal of Political Economy, 120(6):1027--1056.

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  Marie, O. and Vall Castello, J. (2012). Measuring the (Income) Effect of Disability Insurance Generosity on Labour Market Participation. Journal of Public Economics, 96:198--210.
• 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.
• van Veelen, C.M. (2012). Robustness against indirect invasions Games and Economic Behavior, 74(1):382--393.