Koopman, S., Lucas, A. and Schwaab, B. (2011). Modeling frailty correlated defaults using many macroeconomic covariates Journal of Econometrics, 162(2):312--325.
Hu, A., Offerman, T. and Zou, L. (2011). Premium auctions and risk preferences Journal of Economic Theory, 146(6):2420--2439.
