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Home | Alumni | Key alumni publications

Alumni types

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25 key alumni publications

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  • 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.

  • Roy Kouwenberg (2016). Ambiguity aversion and household portfolio choice puzzles: Empirical evidence Journal of Financial Economics.
  • Kirchner, M. and van Wijnbergen, S. (2016). Fiscal Deficits, Financial Fragility, and the Effectiveness of Government Policies Journal of Monetary Economics, 80:51--68.
  • Kamphorst, J. and Swank, O. (2016). Don't Demotivate, Discriminate American Economic Journal: Microeconomics, 8(1):140--165.
  • Christensen, B., Posch, O. and van der Wel, M. (2016). Estimating Dynamic Equilibrium Models using Macro and Financial Data Journal of Econometrics, 194(1):116--137.