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.
27 Key Publications
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Gielen, A., Holmes, J. and Myers, C. (2016). Prenatal testosterone and the Earnings of Men and Women Journal of Human Resources, 51(1):30--61. -
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. -
Grundy, BruceD. and Verwijmeren, P. (2016). Disappearing Call Delay and Dividend-Protected Convertible Bonds The Journal of Finance, 71(1):195--223. -
Gerritsen, A. (2016). Optimal taxation when people do not maximize well-being Journal of Public Economics, 144:122--139. -
Bartelsman, E., Gautier, P. and de Wind, J. (2016). Employment protection, technology choice, and worker allocation International Economic Review, 57(3):787--826. -
Koopman, S., Lucas, A. and Scharth, M. (2016). Predicting time-varying parameters with parameter-driven and observation-driven models Review of Economics and Statistics, 98(1):97--110.