38 Key Publications

• Wan, P. (2026). Characterizing extremal dependence on a hyperplane Biometrika, 113(2).

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  Camehl, A. and von Schweinitz, G. (2026). What Explains International Interest Rate Co-Movement? Journal of Applied Econometrics, 41(4):343--359.

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  Henkel, L. and Pugnaghi-Zimpelmann, C. (2026). Proud to Not Own Stocks: How Identity Shapes Financial Decisions Review of Financial Studies.

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  Leng, X.(., Sojli, E., Tham, W. and Wang, W. (2026). Time-Varying Group Unobserved Heterogeneity in Finance Journal of Business and Economic Statistics, 44(2):587--600.

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  Veiga, F.J., Veiga, L.G. and Swank, O. (2026). Electoral Incentives to Obtain EU Grants Economic Journal, 136(676):1527--1543.

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  Chen, L. and Zhou, C. (2026). High-dimensional inference for extreme value indices Journal of the American Statistical Association.

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  de Bruijn, E.J., Vethaak, H., Koning, P. and Knoef, M. (2026). Welfare debt relief: Impact on employment, benefit receipt, and mental health Journal of Public Economics, 260:1--13.
• Cai, J.J., Lin, Y., Schaumburg, J. and Wang, C. (2026). Estimation and inference for the persistence of extremely high temperatures Econometrics Journal.

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  Boswijk, H.Peter, Laeven, RogerJ.A., Lalu, A. and Vladimirov, E. (2026). Jump Contagion among Stock Market Indices: Evidence from Option Markets Journal of the American Statistical Association.

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  Lin, Y., Lucas, A. and Ye, S. (2026). Matrix-valued spatial autoregressions with dynamic heterogeneous spillovers Journal of Econometrics, 258:106323.
• Hendrich, T., Koster, HansR.A., Loumeau, N. and van Ommeren, J. (2026). Cycling cities: Mode choice, car congestion, and urban structure Journal of Urban Economics, 155:1--19.
• Bénabou, R., Henkel, L., Falk, A. and Tirole, J. (2026). Eliciting moral preferences under image concerns: Theory and experiment Games and Economic Behavior, 160:104044.
• Kudashev, R. and Picard, P.M. (2026). Floorspace price discontinuities and taxation in cross-border commuting areas Journal of Urban Economics, 155:1--16.

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  Sloof, R., Beetsma, R. and Steinweg, A. (2026). Debt Ceilings with Fiscal Intransparency and Imperfect Electoral Accountability International Economic Review, 67(1):97--125.
• Klein Teeselink, B., van Dolder, D., van den Assem, MartijnJ. and Dana, JasonD. (2026). High-Stakes Failures of Backward Induction Games and Economic Behavior, 157:418--439.

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  Juodis, A. and Reese, S. (2026). Five lessons for applied researchers from twenty years of common correlated effects estimation Journal of Econometrics, 253.
• van der Wel, M. and Zhang, Y. (2026). Global evidence on unspanned macro risks in dynamic term structure models Journal of Banking and Finance, 185.

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  Capera Romero, L. and Opschoor, A. (2026). Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment Journal of Applied Econometrics, 41(5):523--538.