25 Key Publications

• Kole, E., Koedijk, .(. and Verbeek, M. (2006). Portfolio Implications of Systemic Crises Journal of Banking and Finance, 30(8):2347--2369.

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  Donkers, B., Paap, R., Jonker, J. and Franses, P.H. (2006). Deriving Target Selection Rules from Endogenously Selected Samples Journal of Applied Econometrics, 21(5):549--562.

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  Azevedo, J., Koopman, S. and Rua, A. (2006). Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter Journal of Business and Economic Statistics, 24(3):278--290.

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  Rouwendal, J. and Meijer, E. (2006). Measuring Welfare Effects in Models with Random Coefficients Journal of Applied Econometrics, 21:227--244.

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  Boot, A., Gopalan, R. and Thakor, A. (2006). The entrepreneur's choice between private and public ownership The Journal of Finance, 61(2):803--836.