Korteweg, A., Kraussl, R. and Verwijmeren, P. (2015). Does it pay to invest in art? A selection-corrected returns perspective Review of Financial Studies, 29(4):1007--1038.
33 Key Publications
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van Ours, J.C. and Vollaard, B.A. (2016). The engine immobiliser Economic Journal, 126(593):1264--1291.
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Francesco Ravazzolo (2016). Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model Journal of Applied Econometrics.
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Blasques, F., Koopman, S., Lucas, A. and Schaumburg, J. (2016). Spillover dynamics for systemic risk measurement using spatial financial time series models Journal of Econometrics, 195(2):211--223.
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Diks, C. and Wolski, M. (2016). Nonlinear Granger Causality: Guidelines for Multivariate Analysis Journal of Applied Econometrics, 31(7):1333--1351.
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Koudijs, P. and Voth, H.J. (2016). Leverage and beliefs: Personal experience and risk-taking in margin lending American Economic Review, 106(11):3367--3400.
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Kamphorst, J. and Swank, O. (2016). Don't Demotivate, Discriminate American Economic Journal: Microeconomics, 8(1):140--165.
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Christensen, B., Posch, O. and van der Wel, M. (2016). Estimating Dynamic Equilibrium Models using Macro and Financial Data Journal of Econometrics, 194(1):116--137.
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Nosenzo, D., Offerman, T., Sefton, M. and van der Veen, A. (2016). Discretionary sanctions and rewards in the repeated inspection game Management Science, 62(2):502--517.
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Zoutman, F. and Jacobs, B. (2016). Optimal redistribution and monitoring of labor supply Journal of Public Economics, 135:15--31.
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van Dijk, D., Lumsdaine, R. and van der Wel, M. (2016). Market set-up in advance of Federal Reserve policy rate decisions Economic Journal, 126(592):618--653.
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García, J. and van Veelen, M. (2016). In and out of equilibrium I: Evolution of strategies in repeated games with discounting Journal of Economic Theory, 161:161--189.
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Anthoff, D., Estrada, F. and Tol, R. (2016). Shutting down the thermohaline circulation American Economic Review, 106(5):602--606.