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.
35 Key Publications
filtered by:
-
-
Anthoff, D., Estrada, F. and Tol, R. (2016). Shutting down the thermohaline circulation American Economic Review, 106(5):602--606. -
de Groot Ruiz, A., Ramer, R. and Schram, A. (2016). Formal versus informal legislative bargaining Games and Economic Behavior, 96:1--17.
-
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. -
Kamphorst, J. and Swank, O. (2016). Don't Demotivate, Discriminate American Economic Journal: Microeconomics, 8(1):140--165. -
Christensen, B.J., Posch, O. and van der Wel, M. (2016). Estimating Dynamic Equilibrium Models using Macro and Financial Data Journal of Econometrics, 194(1):116--137. -
Einmahl, J., De Haan, L. and Zhou, C. (2016). Statistics of heteroscedastic extremes Journal of the Royal Statistical Society. Series B. Statistical Methodology, 78(1):31--51.
-
van Ommeren, J. and van der Vlist, A.J. (2016). Households' willingness to pay for public housing Journal of Urban Economics, 92(March):91--105.
-
Janssen, M.(. and Karamychev, V. (2016). Spiteful Bidding and Gaming in Combinatorial Clock Auctions Games and Economic Behavior, 100:186--207.
-
Diks, C. and Wolski, M. (2016). Nonlinear Granger Causality: Guidelines for Multivariate Analysis Journal of Applied Econometrics, 31(7):1333--1351. -
Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2016). The euro interbank repo market Review of Financial Studies, 29(7):1747--1779. -
Droes, M. and Koster, H. (2016). Renewable Energy and Negative Externalities: The Effects of Wind Turbines on House Prices Journal of Urban Economics, 96(November):121--141.
-
Zoutman, F. and Jacobs, B. (2016). Optimal redistribution and monitoring of labor supply Journal of Public Economics, 135:15--31. -
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. -
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.